LvB
- 169 followers
- Humboldt-Universität zu Berlin
- http://www.quantlet.com
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- DEDA-HUB-Quantlets Public
QuantLet/DEDA-HUB-Quantlets’s past year of commit activity - HMD_ES Public
Replication code for: Finite-Sample Precision Limits for Expected Shortfall Forecast Comparisons
QuantLet/HMD_ES’s past year of commit activity - GNN_XAI_Stability Public
Testing SHAP Stability under Distribution Shift in Graph-Enhanced Fraud Detection. Per-feature Jensen-Shannon explanation-stability framework with block-bootstrap CIs and a paired block-permutation test, validated on IEEE-CIS and Elliptic.
QuantLet/GNN_XAI_Stability’s past year of commit activity - Conformal_Oracle Public Forked from danpele/Conformal_Oracle
Conformal VaR recalibration for time series foundation models and classical benchmarks — 10 models × 24 assets × 2000–2026
QuantLet/Conformal_Oracle’s past year of commit activity - TSFM_VaR_CEE Public Forked from danpele/TSFM_VaR_CEE
Benchmarking time-series foundation models for VaR/ES forecasting in CEE markets, with conformal calibration and Basel backtesting.
QuantLet/TSFM_VaR_CEE’s past year of commit activity - onchain-insights Public
Data collection and analysis for onchain liquidity reserves for stablecoin pairs
QuantLet/onchain-insights’s past year of commit activity - Crypto-index-coding-eamples Public Forked from fankewe/Crypto-index-coding-eamples
Data and codes for CL
QuantLet/Crypto-index-coding-eamples’s past year of commit activity
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