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elisabattista/README.md

Elisa Battista

Graduate in Financial Risk and Data Analysis.

Interested in mathematics, finance, and programming.

This GitHub is where I share projects, experiments, and things I'm learning along the way.

Popular repositories Loading

  1. time-series-stationarity-ergodicity time-series-stationarity-ergodicity Public

    University project for the Time Series Analysis course. The report includes a theoretical and empirical study on the concepts of stationarity and ergodicity, with applications to AR(1) and MA(2) pr…

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  2. elisabattista elisabattista Public

  3. ACI-and-AgACI-for-Volatility-Prediction ACI-and-AgACI-for-Volatility-Prediction Public

    Uncertainty quantification for financial volatility forecasting using Adaptive Conformal Inference (ACI), AgACI and GARCH models.

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  4. rough-volatility-forecasting rough-volatility-forecasting Public

    MSc thesis investigating whether rough volatility models improve out-of-sample volatility forecasting performance relative to HAR-RV

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  5. funding-opportunity-miner funding-opportunity-miner Public

    An automated Python pipeline to discover, extract and prioritize scholarships and funding opportunities.

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