iamsurajkumar / dynamic_programming_squared_model Goto Github PK

• I'm currently working as Research Associate at Centre for Advanced Financial Research and Learning at RBI, India.
• 🌱 I am specially interested in research at the cross-section of macroeconomics and finance.
• 📫 How to reach me: [email protected]
• Personal Website
• LinkedIn

You can refer to me some of my repositories below:

1. Empirical Macroeconomics: In this repository, I have hosted of some my code related to local projections, VARs, etc. I will add further to this repository in the future.

2. Linear Regression Model Validation: This contains some useful code to run and benchmark multiple regression models at once, and also some typical validation steps in regression models.

3. Two-state one control bellman equation model for lucas economy

4. Credit Suisse FinSTATS competition: It contains the details of the mixed integer programming model to solve for the optimal portfolio problem that I have built for a competition at DSE for Credit Suisse.

5. American Express Analyze This 2017: It contains the code that I wrote while participating in the competition at DSE.