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etf-risk

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Sanaurrehmanarain / empirical-financial-analysis

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Quantitative analysis of financial time-series data, featuring Nelson-Siegel yield curve calibration, cubic spline interpolation, and PCA/SVD dimensionality reduction for risk factor decomposition.

python pca dimensionality-reduction data-analysis quantitative-finance svd financial-data fixed-income financial-engineering nelson-siegel wqu mscfe worldquant-university yield-curve-modeling etf-risk
  • Updated Jul 24, 2026
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