A statistical analysis of the Goldman Sachs closing price (EN)
Study of the Goldman Sachs (GS) closing price using classical statistical tools. Also discussing possible time-series generation using GANs.
Study of the Goldman Sachs (GS) closing price using classical statistical tools. Also discussing possible time-series generation using GANs.
Study of Market Impact modelization using Hawkes’ processes
My Master Thesis written after my research internship at the BNP Paribas offices in New York City.