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Achievement: Pull Sharkx2

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erilill/README.md

Hi! 👋

  • 🔭 I’m currently working on my Master's thesis in Statistics where I am developing a method of estimating a time-dependent covariance matrix for use in portfolio optimization. Together with the thesis, we will release an R-package that will make implementation simple and straight forward, the repository will soon be made public so keep an eye out!
  • 🌱 I am also learning SQL and Python in order to become a more well rounded data scientist.

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  1. TV-MVP TV-MVP Public

    Time-Varying Minimum Variance Portfolio (TV-MVP)

    R 1 1

  2. CodeForThesis CodeForThesis Public

    Emprical analysis and simulation study in thesis

    R