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1. forecasting-realized-volatility-using-supervised-learning forecasting-realized-volatility-using-supervised-learning Public

   Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.

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2. asian-option-#-in-r asian-option-#-in-r Public

   In this article, I present methods to efficiently estimate the price and the probability of exercise for vanilla and exotic options in R. In addition, I compare the empirical delta between European…

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3. silver-commodity-market-timing silver-commodity-market-timing Public

   In this article, I present a simple, macroeconomic # model for the silver commodity. I construct a statistical fair-value indicator for the silver spot price using recent U.S. data.

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