hkalager,Arman Hassanniakalager,armanhs,github

👋 Hi, I’m Arman and this is my personal script repository.
📈 The codes here are from my time doing academic research and does not contain any commerical value.
🔍 You can get a brief intro for each project under "Wiki" tabs.
📫 You can reach me via hassannia[at]outlook[dot]com
📉 Check out WhoSHORTEDWhat.com if you are interested in short trading.

Arman Hassanniakalager's Projects

dfdr

This repository includes the scripts to replicate results of my paper entitled "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices".

fdr_buckets

This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".

fx_mht_dma

This repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".

hkalager

Config files for my GitHub profile.

knockoff_index

This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page

misc

Miscellaneous codes: comparing identical scripts in Python against Matlab and R; and also a pet project on term structure optimisation

ml_accountingfraud

This repository includes the scripts to replicate the results of my WORKING paper entitled "A Machine Learning Approach to Detect Accounting Frauds".

ml_gambling

This repository includes the scripts to replicate the results of my paper entitled "A machine learning perspective on responsible gambling". Access the paper here https://doi.org/10.1017/bpp.2019.9