shizelong1985 Goto Github PK

copps-a-toolkit-for-computing-constrained-optimal-policy-projections

A Toolkit for Computing Constrained Optimal Policy Projections

copula_changepoint

Code to perform inference in factor copula change point model

copulas

Playing around with time-varying parameter copulas

corporate-finance-paper-replications

corporate-finance-projects

In-class projects completed for Corporate Finance Course

course-fintech

Website for the Fintech course at Wuhan University

course-intro-macroeconomics

course-text-analysis-in-r

Text Analysis in R. Winter School in Data Analytics and Machine Learning, Université de Fribourg.

covestim

covid19-forecast-hub

Projections of COVID-19, in standardized format

covid19lt

cptest

Software Companion for the paper Caro, A. and Peña, D. (2021) "A test for the Number of Factors in Dynamic Factor Models".

credit-risk-anaytics-the-r-companion

The rep contains the R files from Credit Risk Analytics: the R Companion, from H Scheule, D Rosch an B Baesens. Unfortunately, when I bought the book, I could not find the R files accompanying the book. So I decided to create the R files from the snippets of codes in the book. Hope you find the files useful. I also think this is an excellent book for those with an experience in both credt risk models and programming in R. If instead you want to learn R or credit risk, this is not the best book for you.

crix

Quantlets for the CRIX project

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

cryptocopvares

csd_toolbox

Perturbation toolbox to solve DSGE models with Matlab

csu

Replication Code for "Cross-Sectional Uncertainty and Aggregate Stock Returns"

ctgcn

k-core based Temporal Graph Convolutional Network for Dynamic Graphs

cumulative-prospect-theory

MATLAB function to calculate the CPT value of a prospect

cumulativeprospecttheory

Code that uses Bayesian Statistics to estimate the parameters for Cumulative Prospect Theory

curvol

An R package to estimate and forecast conditional volatility of functional time series sequences.

customized-security-betas

d2l-zh

《动手学深度学习》：面向中文读者、能运行、可讨论。中英文版被60个国家的400所大学用于教学。

dag-price-discovery-paper

Codes to implement the DAG methodology for price discovery via Information Shares

darliq

Dynamic Autoregressive Liquidity (DArLiQ)

data_driven_modeling_2018

Codes and presentations for Data Driven Modeling course at ETH Zurich, chair for Computer Aided Architectural Design (CAAD) 2018

data_exploration

Imperial College London / Graduate School / Data Science / Data Exploration & Visualisation

datacommslides

Slides for Seattle University Course on Data Communications

db.toolbox

Matlab toolboxes / functions commonly used