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  1. factor-timing-engine factor-timing-engine Public

    Quantitative factor timing engine: regime detection (HMM), DCC-GARCH, Black-Litterman & Mean-CVaR allocation, backtesting, and stress testing

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    Tech sector risk management & ML forecasting pipeline: GARCH/DCC, HMM regimes, EVT tail risk, FinBERT NLP, LSTM/GRU deep learning, 9 portfolio optimization methods, systemic risk (CoVaR, MES)

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  3. laurentnguyennn laurentnguyennn Public

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  4. Energy-Finance Energy-Finance Public

    This GitHub project features a 20-tab Excel framework quantifying energy market impacts from geopolitical crises (2019–2026). It uses GJR-GARCH modeling, multi-factor regressions, and Monte Carlo V…

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