Christian Satzky

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icon company sharelab.com icon location Hong Kong, Germany, UK icon location Statistical programmer/financial economist interested in quantitative market risk and empirical asset pricing. My projects are fully reproducible.

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forecasting-realized-volatility-using-supervised-learning

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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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