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IS_Project_2021

This project is a group project for a PhD course at our univerity. We worked in a group of 4 students. I implemented all the scripts and worked on the paper. You can see the code and the paper in this repo. The project extends the model of Conejo et.al. 2010 with new variabels and shows a numerical example based on historic data.
If you have any questions feel free to contact me. (moritz.wegener@uni-koeln.de)
Final Grade: 1.3

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This project is a group project for a PhD course at our univerity. We worked in a group of 4 students. I implemented all the scripts and worked on the paper. You can see the code and the paper in this repo. The project extends the model of Conejo et.al. 2010 with new variabels and shows a numerical example based on historic data.

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