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Riccardo Brignone


Last seen: 3 days ago Active since 2016

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  • 5-Star Galaxy Level 3
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Hawkes Simulation
This file contains code for exact simulation of Hawkes processes with exponential kernel.

4 years ago | 3 downloads |

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Mean-ValueAtRisk Optimization
This library contains MVaRP object (MeanValueatRiskPortfolio).

7 years ago | 2 downloads |

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Measures of Portfolio Diversification
Allows to measure portfolio diversification

7 years ago | 1 download |