Stylized Facts: Reproducible Research

In course

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Description

This lecture covers stylized facts in finance, including volume, volatility, leverage effect, intraday effects, correlation, time between trades, price jumps, and flash crashes. It also discusses reproducible research, best practices for scientific computing, and good enough practices in scientific computing.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_m2ajoufz

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