Pinned Repositories
applied-methods-phd
Repo for Yale Applied Empirical Methods PHD Course
Deep-Learning-in-Asset-Pricing
https://arxiv.org/abs/1805.01104
dimensionality_reduction_alo_codes
特征提取/数据降维:PCA、LDA、MDS、LLE、TSNE等降维算法的python实现
Finance
python 金融衍生品大数据分析
Financial-Frictions-Course
lihang_book_algorithm
致力于将李航博士《统计学习方法》一书中所有算法实现一遍
MM-algorithm
Solve some classical regression problem by MM algorithm
nonexp_global_aa1
Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
Optimization-nonsmooth
Non-smooth optimization utils
Optimization_Algorithm
梯度下降、牛顿法、共轭梯度法、蒙特卡洛、模拟退火、粒子群、蚁群、全局最优搭配局部最优算法的matlab和python程序
DailyFu's Repositories
DailyFu/applied-methods-phd
Repo for Yale Applied Empirical Methods PHD Course
DailyFu/Financial-Frictions-Course
DailyFu/RED-PLC-Estimation
Replication codes for Piecewise-linear Approximations and Filtering for DSGE Models with Occasionally-Binding Constraints
DailyFu/welfare_analysis
Code to replicate Hendren and Sprung-Keyser (2019)
DailyFu/WHU_FinTech_Workshop
武汉大学金融科技研讨班
DailyFu/-julia-
量化宏观及julia应用
DailyFu/Advanced-Macroeconometrics
DailyFu/awesome-economics
A curated collection of links for economists
DailyFu/CompEcon-1
Notes and code for computational economics reading group
DailyFu/DailyFu.github-io
my website
DailyFu/did
Difference in Differences with Multiple Periods and Variation in Treatment Timing
DailyFu/DSGE_mod
A collection of Dynare models
DailyFu/DSGE_models
A collection of macroeconomic models
DailyFu/DSGE_models-1
Intro to DSGE models using Python and Dynare
DailyFu/DSGE_Replication
DailyFu/dynamic-discrete-choice
Matlab package for learning to specify, compute, and estimate dynamic discrete choice models
DailyFu/EC702-Fall-TA
This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (EC702).
DailyFu/econ35101
Public repository for UChicago's Econ 35101 "International Macroeconomics and Trade" PhD class
DailyFu/ECON622_2020
DailyFu/Econometrics
Econometrics lecture notes with examples using the Julia language
DailyFu/HA-model
DailyFu/handson-ml
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.
DailyFu/HANK_BusinessCycleAndInequality
DailyFu/het_agents_bayes
Estimation of heterogeneous agent models using both macro and micro data
DailyFu/LearningNotes
some material for learning
DailyFu/lstm-stock-predictor
Using past price data and sentiment analysis from news and other documents to predict the S&P500 index using a LSTM RNN. Idea replicated from https://arxiv.org/abs/1912.07700 and https://arxiv.org/abs/1010.3003.
DailyFu/notes
some ideas, thinking and other unimportant
DailyFu/papers
Serdar Ozkan's research papers on macroeconomics, heterogeneity, inequality, idiosyncratic risk, etc.
DailyFu/pydsge
Calibrate, estimate and analyze linearized DSGE models.
DailyFu/Quantitative-Macro-Models
A collection of macroeconomic models with heterogenous agents written in python and matlab by me.