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  1. voc_reproduction voc_reproduction Public

    Reproducing results from Kelly, Malamud and Zhou, 2024, "The virtue of complexity in return prediction", Journal of Finance

    Jupyter Notebook 2 1

  2. conformal-op conformal-op Public

    Reproduction of "Conformal prediction of option prices" by Joao A. Bastos, with some extensions.

    Jupyter Notebook 2 1