Bayesian Adaptive Direct Search (BADS) optimization algorithm for model fitting in MATLAB
- Updated
Nov 14, 2022 - MATLAB
Bayesian Adaptive Direct Search (BADS) optimization algorithm for model fitting in MATLAB
Inverse binomial sampling for efficient log-likelihood estimation of simulator models in MATLAB
A MATLAB program that decodes encrypted text using letter frequency analysis and probabilistic modeling.
Estimation and forecasting of volatility using Financial Timeseries with Copulas. Includes models like GARCH, EWMA and EqWMA. Market risk management using CVaR, EVT, Risk Factors and Monte Carlo Simulation.
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