All the code we've used for my numerical and statistical method class in grad school. Contains code related but not limited to the following:
- Exploratory data analysis
- Linear and mutiple regressions
- Nonlinear, robust regressions
- Sampling/Bootstrapping
- Time series models: ARIMA, ARIMAX, GARCH, VAR
- Factor models and PCA
- Bayesian analysis
- MCMC
- Cointegration
- Parametric and Non parametric estimation of distributions
- Portfolio optimization, risk management, greeks
- Linear algebra, probability theory, data visualization
Unfortunately, everything is in R