Repositories list

• ATSSB-Applied-Time-Series-Solutions-Book

  Public
  Applied Time Series Solutions Book

  Jupyter Notebook

  •1•0•0•0•Updated Jun 4, 2025Jun 4, 2025

• LLM_Risk

  Public
  This is the repository of the paper "In the Beginning was the Word: LLM-VaR and LLM-ES".

  Jupyter Notebook

  •1•0•0•0•Updated Jun 2, 2025Jun 2, 2025

• Hierarchical-Loan-Forecasting

  Public
  Jupyter Notebook

  •0•0•0•0•Updated May 26, 2025May 26, 2025

• CentralBank2StockMarket

  Public
  Jupyter Notebook

  •0•0•0•0•Updated May 21, 2025May 21, 2025

• Data-reduction

  Public
  R

  •0•0•0•0•Updated May 20, 2025May 20, 2025

• Network-Structure-Portfolio

  Public
  R

  •3•1•0•0•Updated May 20, 2025May 20, 2025

• WP1_European_Financial_Data_Space

  Public
  1•0•0•0•Updated May 20, 2025May 20, 2025

• MVA

  Public
  Quantnet: MVA quantlets

  Jupyter Notebook

  •42•20•0•7•Updated May 16, 2025May 16, 2025

• Decomposing-Stock-Factors

  Public
  Jupyter Notebook

  •1•0•0•1•Updated May 15, 2025May 15, 2025

• WP3_eXplainable_and_Fair_AI

  Public
  Jupyter Notebook

  •1•0•0•0•Updated May 15, 2025May 15, 2025

• Econometrics_R

  Public
  R

  •1•0•0•0•Updated May 9, 2025May 9, 2025

• Courses

  Public
  Course materials for the MSCA Digital Finance network

  Jupyter Notebook

  •2•0•0•0•Updated May 5, 2025May 5, 2025

• DeepLearning

  Public
  Jupyter Notebook

  •3•1•0•1•Updated May 4, 2025May 4, 2025

• RO_Electricity_Forecasting

  Public
  This is the repository of the paper Proșcanu, C. A., Proșcanu, M. E., Pele, D. T., & Costea, A. (2025). Watt's next? Benchmarking time series models on Romania's national electricity consumption.

  Python

  •0•0•0•0•Updated Apr 29, 2025Apr 29, 2025

• Early-Stopping-Regression-Tree

  Public
  Python

  •1•0•0•0•Updated Apr 21, 2025Apr 21, 2025

• Fraud-Detection-Demo

  Public
  Jupyter Notebook

  •0•0•0•0•Updated Apr 20, 2025Apr 20, 2025

• AIAdoptionEU

  Public
  This is the repository of the paper Mazurencu-Marinescu-Pele, M., Poleac, D., Chicu, N., Pele, D. T., & Bogdan, A. (2025). AI adoption in EU enterprises: A comprehensive analysis and modelling of usage patterns, sectoral differences and acquisition trends.

  Jupyter Notebook

  •1•0•0•0•Updated Apr 17, 2025Apr 17, 2025

• AI4EFin

  Public
  Jupyter Notebook

  •1•3•0•0•Updated Apr 14, 2025Apr 14, 2025

• DAI_digital_art_index

  Public
  Jupyter Notebook

  •0•0•0•0•Updated Apr 13, 2025Apr 13, 2025

• sent-spillover

  Public
  Sentiment Spillover and Tail Risk Spillover

  1•0•0•0•Updated Apr 1, 2025Apr 1, 2025

• Energy_Stock_Market

  Public
  This is the repository of the paper "The link between energy prices and stock markets in European Union countries", Grecu, R. A., Cramer, A. A., Pele, D. T., & Lessmann, S.

  Jupyter Notebook

  •0•0•0•0•Updated Apr 1, 2025Apr 1, 2025

• NNQR

  Public
  "Modelling Systemic Risk using Neural Network Quantile Regression"

  R

  •9•3•0•0•Updated Mar 24, 2025Mar 24, 2025

• LLM4Forecasting

  Public
  Jupyter Notebook

  •0•1•0•0•Updated Mar 24, 2025Mar 24, 2025

• ssmmatlab

  Public
  A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods

  MATLAB

  •11•13•0•0•Updated Mar 22, 2025Mar 22, 2025

• Stat_fin_markets

  Public
  SAS, R and Python codes for Statistics of Financial Markets.

  Jupyter Notebook

  •20•2•0•0•Updated Mar 18, 2025Mar 18, 2025

• WP5_Sustainable_Finance

  Public
  Python

  •1•0•0•0•Updated Mar 14, 2025Mar 14, 2025

• FittingElephant

  Public
  Python

  •7•4•0•1•Updated Feb 26, 2025Feb 26, 2025

• GRF

  Public
  Generalized Random Forests

  R

  •3•1•0•0•Updated Feb 26, 2025Feb 26, 2025

• Volatility-Jumps-and-Pricing-Kernel-Features

  Public
  Jupyter Notebook

  •0•0•0•0•Updated Feb 20, 2025Feb 20, 2025

• Dogecoin-and-Speculative-Bubbles

  Public
  Jupyter Notebook

  •0•0•0•0•Updated Feb 20, 2025Feb 20, 2025