- ๐ Hi, Iโm Arman and this is my personal script repository.
- ๐ The codes here are from my time doing academic research and does not contain any commerical value.
- ๐ You can get a brief intro for each project under "Wiki" tabs.
- ๐ซ You can reach me via hassannia[at]outlook[dot]com
- ๐ Check out WhoSHORTEDWhat.com if you are interested in short trading.
hkalager / fdr_buckets Goto Github PK
View Code? Open in Web Editor NEWThis repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".
Home Page: https://doi.org/10.1016/j.ijforecast.2023.07.003