Popular repositories Loading

1. Asset-allocation-project Asset-allocation-project Public

   We undertook an in-depth exploration of asset allocation techniques on selected stocks from the Italian stock market. Our primary goal was to optimize investment portfolios, focusing on effective d…

   MATLAB 1

2. Econometrics-of-Financial-Markets-University-Project Econometrics-of-Financial-Markets-University-Project Public

   This is a university project for the Econometrics of Financial Markets course, completed over a week by Marco Contucci (marco.contucci@studio.unibo.it). The project's findings and methodologies are…

   Jupyter Notebook 1

3. PCA-italian-companies PCA-italian-companies Public

   This is a university project on the analysis of the software production sector using Principal Component Analysis (PCA). The work was carried out in 2020 by Gabriele Pillitteri, Simone Benzi, and M…

   R

4. RWA_Surface-CRR_575-2013 RWA_Surface-CRR_575-2013 Public

   A simple tool to visualize how Risk Weights (RW) evolve with PD, LGD, and Maturity, based on the CRR 575/2013 formula. Outputs an interactive 3D HTML plot with a maturity slider.

   HTML