LvB
QuantNet Tokens for science
- 170 followers
- Humboldt-Universität zu Berlin
- http://www.quantlet.com
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Repositories
Showing 10 of 568 repositories
- Conformal_Oracle Public Forked from danpele/Conformal_Oracle
Conformal VaR recalibration for time series foundation models and classical benchmarks — 10 models × 24 assets × 2000–2026
- HJP Public
- AIDA2026 Public
AIDA Summer School 2026 — AI in Financial Risk Modelling: lecture deck, coding laboratory and Quantlets. Can pretrained models produce valid 1% VaR forecasts?
- GNN_XAI_Stability Public
Testing SHAP Stability under Distribution Shift in Graph-Enhanced Fraud Detection. Per-feature Jensen-Shannon explanation-stability framework with block-bootstrap CIs and a paired block-permutation test, validated on IEEE-CIS and Elliptic.
- Genus_proximum_cryptos Public
This is a repository for the paper "Are Cryptos becoming alternative Assets?"
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