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1. Dynamic-Credit-Collections Dynamic-Credit-Collections Public

   This code implements the algorithm for optimal control of delinquent accounts placed in collections. It is based on the article published in Management Science, Dynamic Credit Collection.

   Python 1

2. TICK-goodness-of-fit TICK-goodness-of-fit Public

   Adds methods for computing learners residue and determine the quality of the fit

   Jupyter Notebook 1 2

3. RobustSharpeRatioHAC RobustSharpeRatioHAC Public

   This respository implements the code for the heteroskedasticity and autocorrelation consistent Sharpe ratio estimator from Ledoit & Wolf 2008 (Robust Performance Hypothesis Testing with the Sharpe …

   Python 1 1

4. HiddenMarkovJumpProcess-RLEnvironment HiddenMarkovJumpProcess-RLEnvironment Public

   Python