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Name: Jonas Striaukas
Type: User
Company: Copenhagen Business School
Bio: Assistant professor of statistics at Copenhagen Business School
Name: Jonas Striaukas
Type: User
Company: Copenhagen Business School
Bio: Assistant professor of statistics at Copenhagen Business School
A curated list of causal inference libraries, resources, and applications.
Tuning-free bootstrap for testing factor regression against factor-augmented sparse alternatives
Curated research at the intersection of causal inference and natural language processing.
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
dynquant - dynamic quantile regression models: CAViaR (different specifications), MVMQCAViaR, and Mixed Data Sampling versions of these models.
dynamic factor copula
Inference methods for Factor-Augmented Sparse Regression
Group Lasso implementation following the scikit-learn API
website
Lecture notes for EC 607
Add linear models including instrumental variable and panel data models that are missing from statsmodels.
midasml package is dedicated to run predictive high-dimensional mixed data sampling models
midasml implementation for MATLAB
Python implementation of the midasml approach
R package for mixed frequency time series data analysis.
Multi-Task Learning Sparse Group Lasso Model
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:
Penalized Sparse Learning Solver - Unleash the Power of Nonconvex Penalty
Predict bitcoin values using recent news and reddit posts
Machine learning time series regressions
A collection of Python scripts to download RePEc database
R functions
public sdk folders for zlab and sg
sparse-group LASSO estimator code translated to matlab from R package "SGL"
Square-root (pivotal) LASSO Rcpp implementation.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.