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Leo Liu's Projects

dwm icon dwm

My dwm with patches

est_car icon est_car

Estimate cumulative abnormal return

factors icon factors

merge factors and calculate risk-adjusted returns

fama_macbeth icon fama_macbeth

A Python implementation of cross-sectional Fama Macbeth Regression with Newey-West Standard Error

fuzzprocess icon fuzzprocess

Deep Learning Approach to Find Nearest String Match (Top K)

fzfpdf icon fzfpdf

A tool to search all pdf front page in a given directory using fzf, a replacement for fast-p

init icon init

load my useful python packages with ease

journal_dl icon journal_dl

A easy way to download Economics and Finance papers

kaplanmeier icon kaplanmeier

Create survival curves using kaplan-meier, the log-rank test.

name_clusters icon name_clusters

Script to disambiguate names in the database, so similar names can be grouped together. This is to identify same firm/individual with different names in the database

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