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Olaf's Projects

big-data-upf icon big-data-upf

RECSM-UPF Summer School: Social Media and Big Data Research

buybacksissuers icon buybacksissuers

Volatility and the Buyback Anomaly, by Theodoros Evgeniou, Enric Junque de Fortuny, Nick Nassuphis, and Theo Vermaelen

ceta-txtmining icon ceta-txtmining

An overview of text mining visualisations possibilities with R on the CETA trade agreement (Canada / EU)

code_py icon code_py

A collection of well-commented code snippets for data science

codility icon codility

Solutions to exercises and tests at http://codility.com/

crosssection icon crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

data-science-ipython-notebooks icon data-science-ipython-notebooks

Continually updated data science Python notebooks: Deep learning (TensorFlow, Theano, Caffe), scikit-learn, Kaggle, Spark, Hadoop MapReduce, HDFS, matplotlib, pandas, NumPy, SciPy, Python essentials, AWS, and various command lines. https://bit.ly/data-notes

data-science-notebooks icon data-science-notebooks

Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects

dc-ml-2019 icon dc-ml-2019

Materials for the Applied Machine Learning Workshop in Washington DC

dier-replication icon dier-replication

Replication files for the paper Directional Information In Equity Returns.

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