Pinned Repositories
Abigailhust
Config files for my GitHub profile.
armagarch
ARMA-GARCH
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
cfrnet
Counterfactual Regression
Coursera-ML-AndrewNg-Notes
吴恩达老师的机器学习课程个人笔记
EconML
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
FactorData
Interpretable Machine Learning Modeling for Asset Pricing: Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
ipca
Instrumented Principal Components Analysis
QUANTAXIS
QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案
Abigailhust's Repositories
Abigailhust/QUANTAXIS
QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案
Abigailhust/Abigailhust
Config files for my GitHub profile.
Abigailhust/armagarch
ARMA-GARCH
Abigailhust/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Abigailhust/cfrnet
Counterfactual Regression
Abigailhust/Coursera-ML-AndrewNg-Notes
吴恩达老师的机器学习课程个人笔记
Abigailhust/EconML
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
Abigailhust/EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
Abigailhust/FactorData
Interpretable Machine Learning Modeling for Asset Pricing: Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
Abigailhust/ipca
Instrumented Principal Components Analysis
Abigailhust/lihang-
《统计学习方法》的代码实现
Abigailhust/Machine-Learning-homework
Matlab Coding homework for Machine Learning
Abigailhust/ML_Codes
Dacheng Xiu(asset pricing via machine learning) Empirical Data and Some Simulation Codes
Abigailhust/ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2022)
Abigailhust/statistical-learning-method-solutions-manual
《统计学习方法》（第二版）习题解答，在线阅读地址：https://datawhalechina.github.io/statistical-learning-method-solutions-manual