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https://www.volatility-forecasting.de/
基于Moreira and Muir(2017, JF)构建A股市场的波动率管理组合(Volatility-Managed Portfolios,VMP),并参考Liu et al.(2019, JPM)对VMP进行样本外测试
Vpin caculation and backtesting
Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)
A LaTeX beamer theme template for Waseda Univ. students.
The code accompanying the Barunik, J. and Fiser, P. (2019): Co-jumping of Treasury Yield Curve Rates, manuscript https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3382841
武汉大学金融科技研讨班
Weighted-Persistent-Homology-based Machine Learning for RNA Flexibility Analysis
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
Balance panel datasets
Testing and Estimation of structural breaks in Stata
Estimating Dynamic Common Correlated Effects Models in Stata
Non-parametric estimation of the discount rate and yield curve
Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.
A cursory look at the dynamics of zero coupon bond yield curves.
MATLAB code for Bayesian Markov-Switching Tensor Regression for Time-Varying Networks
Solution of Dynamic Incomplete Information Models
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.