Tommaso Belluzzo
Results
6
repositories owned by
Tommaso Belluzzo
SystemicRisk
145
Stars
74
Forks
Watchers
A framework for systemic risk valuation and analysis.
HFMRD
15
Stars
13
Forks
Watchers
A framework for detecting misreported returns in hedge funds.
BaselTools
17
Stars
11
Forks
Watchers
A framework for estimating Basel IV capital requirements.
FastHashes
61
Stars
10
Forks
Watchers
A .NET implementation of several non-cryptographic hashes.
HistoricalVolatility
32
Stars
15
Forks
Watchers
A framework for historical volatility estimation and analysis.
PyDTMC
77
Stars
19
Forks
Watchers
A library for discrete-time Markov chains analysis.