- ๐ Hi, Iโm Arman and this is my personal script repository.
- ๐ The codes here are from my time doing academic research and does not contain any commerical value.
- ๐ You can get a brief intro for each project under "Wiki" tabs.
- ๐ซ You can reach me via hassannia[at]outlook[dot]com
- ๐ Check out WhoSHORTEDWhat.com if you are interested in short trading.
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ML_AccountingFraud
ML_AccountingFraud PublicThis repository includes the scripts to replicate the results of my WORKING paper entitled "A Machine Learning Approach to Detect Accounting Frauds".
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FDR_buckets
FDR_buckets PublicThis repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".
MATLAB 4
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knockoff_index
knockoff_index PublicThis repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page
Python 1
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FX_MHT_DMA
FX_MHT_DMA PublicThis repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".
MATLAB 1
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