PinnedCharaf ZGUIOUARCan Sentiment and Similarity in Central Bank Statements Predict the Stock Market?When the Federal Reserve (FED) or the European Central Bank (ECB) gives out monetary policy announcements, the accompanying statements are…5 min read·4 days ago----
PinnedCharaf ZGUIOUARIntroduction to copulas [ Part 1]These are notes that I wrote while preparing for exams at Sorbonne University. This was meant to be a gentle introduction to Copulas.·9 min read·5 days ago----
PinnedCharaf ZGUIOUARIntroduction to copulas [part 2]The Gumbel copula is a member of the Archimedean class of copulas and is particularly useful for modeling the dependence between variables…·5 min read·5 days ago----
PinnedCharaf ZGUIOUARAdjusting for Selection Bias in Credit Scoring Models Using PythonWhen building credit scoring models, one common challenge is selection bias. This bias occurs because financial institutions only observe…5 min read·Apr 3, 2024----
Charaf ZGUIOUARIntroduction to copulas [part 3]: concordance measures and statistical inference with examples in RLast time we said that we are going to cover concordance measures and statistical inference for copulas.·8 min read·5 days ago----