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  1. regime-switching-daa regime-switching-daa Public

    Systematischer Vergleich ökonometrischer Modelle und moderner Machine-Learning-Verfahren zur regimebasierten dynamischen Asset-Allokation und Drawdown-Reduktion.

    Jupyter Notebook

  2. data-engineering-portfolio data-engineering-portfolio Public archive

    Containerisierte Data Engineering Pipeline (Batch) zur Analyse von Lichess-Schachdaten mit Python, Docker, Parquet und Streamlit.

    Python

  3. kommer-portfolio-simulation kommer-portfolio-simulation Public archive

    Monte Carlo simulation for the prediction of the world portfolio approach according to Kommer considering different investment scenarios.

    Jupyter Notebook

  4. chess-analysis chess-analysis Public archive

    Quantitative data analysis to determine chess winning chances

    Jupyter Notebook