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bagel

Codes to replicate analysis in Baker & Gelbach (2020)

bali-subrahmanyam-wen-2021-replication

Code to replicate the Bali, Subrahmanyam and Wen (2021) JFQA paper.

banam

barra_risk

A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.

bartman

Visualisations for posterior evaluation of BART models.

basis_asset

We provided a toolkit to evaluate a set of portfolio, in asset pricing and investment research.

bayes-capm

Bayesian Capital Asset Pricing Model

bayesfmm_function_on_function

Methods for Bayesian Function on Function Regression

bayesian-tensor-regression

This Repository contains short description, link to the paper and codes for Bayesian tensor regression

bayesian-testing-of-granger-causality-in-functional-time-series

函数时间序列的因果检验

bayesian_changepoint_pmcmc

Provides an inference routine for Bayesian inference in a change point copula model

bayesian_spatial_quantile_regression

bayesianml

Bayesian methods for machine learning course at CentraleSupélec

bayesianms-var-gc

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

bayesianms-var-gc-1

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

bayesiantutorials

Implementing MCMC sampling from scratch in R for various Bayesian models

bayesnam

Bayesian tools for the network autocorrelation model

bayespin

An R package for Bayesian estimation of the probability of informed trading.

bayesreg

Flexible Bayesian penalized regression modelling

bayest-caviar

An adaptive MCMC algorithm for Bayesian Threshold CAViaR model

bayesvar_tvp

R/C++ implementation of Bayes VAR models

bbsg

Generic Solver for Dynamic Portfolio Choice Models

bcf

My own copy of bayesian causal forest

bcf-workshop

Materials for the mini-course on deep learning and macro-finance.

bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting

bear-toolbox

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.

beautiful-visualization-with-r

《R语言数据可视化之美》配套代码

beg-fomc

Replication files for the paper "Asset pricing and FOMC press conferences"

behavioral-new-keynesian-model-aer-2020

Code repository for "A Behavioral New Keynesian Model" (AER, 2020)

behavioural-asset-pricing-and-market-mispricing

This project was carried under Dr. Suman Saurabh from IIT Kanpur as a part of Summer Project in 2021.