Evelyn0
My name is Evelyn. I am a Ph.d student in Quantitative Finance and Economics. I am interested in energy economics.
Spain
Pinned Repositories
arm
My solutions to the exercises in "Data Analysis Using Regression and Multilevel/Hierarchical Models" by Andrew Gelman and Jennifer Hill
Bagged.Cluster.ETS
Method developed by Tiago Dantas and Fernando Cyrino Oliveira that combines Bagging, Clusters and ETS to produce highly accurate time series forecasts
bbplot
R package that helps create and export ggplot2 charts in the style used by the BBC News data team
cv
My CV built using RMarkdown and the pagedown package.
Data-Science--Cheat-Sheet
Cheat Sheets
datasharing
The Leek group guide to data sharing
eAnalytics
Dynamic Web-based Analytics for the Energy Industry
electricitymap-contrib
A real-time visualisation of the CO2 emissions of electricity consumption
ENECO
Corrections for ENECO paper
Eve_Electricity_Challenge
Evelyn0's Repositories
Evelyn0/electricitymap-contrib
A real-time visualisation of the CO2 emissions of electricity consumption
Evelyn0/arm
My solutions to the exercises in "Data Analysis Using Regression and Multilevel/Hierarchical Models" by Andrew Gelman and Jennifer Hill
Evelyn0/Bagged.Cluster.ETS
Method developed by Tiago Dantas and Fernando Cyrino Oliveira that combines Bagging, Clusters and ETS to produce highly accurate time series forecasts
Evelyn0/bbplot
R package that helps create and export ggplot2 charts in the style used by the BBC News data team
Evelyn0/cv
My CV built using RMarkdown and the pagedown package.
Evelyn0/Data-Science--Cheat-Sheet
Cheat Sheets
Evelyn0/datasharing
The Leek group guide to data sharing
Evelyn0/eAnalytics
Dynamic Web-based Analytics for the Energy Industry
Evelyn0/ENECO
Corrections for ENECO paper
Evelyn0/Eve_Electricity_Challenge
Evelyn0/frequencyConnectedness
Spectral decomposition of spillover measures
Evelyn0/github-slideshow
A robot powered training repository :robot:
Evelyn0/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
Evelyn0/lassovar
Estimation and forecasting of VAR model with the Lasso
Evelyn0/markdown-portfolio
Evelyn0/MSc_Economics_Thesis_2019
MSc Economics Thesis (2019)
Evelyn0/panelPomp
R package for statistical inference using panelPOMPs (panel Partially Observed Markov Processes)
Evelyn0/R-Finance-2015-MSCP
The code for the Markov Switching model with constant transition probabilities shiny app in my R/Finance 2015 presentation. The app is online here: https://mattbrigida.shinyapps.io/MSCP/
Evelyn0/sdgatlas2018
Replication code for the World Bank Atlas of Sustainable Development Goals 2018
Evelyn0/SpatialElecMod
Spatial Electricity Models in R
Evelyn0/SpillPap
Computation of Connectedness indices as in Diebold & Yilmaz, and Baruník & Křehlík
Evelyn0/Tidytuesday
Evelyn0/Time-series-analysis-of-Inflation-rates-using-ShinyDashboard
This project will aim at studying and analyzing the inflation rates of countries globally. The dataset is a public dataset downloaded from International Monetary Fund(IMF) which consists of the inflation rates of countries from 1980 to 2017 and the projected inflation rates of the countries till 2022. Finally I will be producing a dashboard build in R to visualize and analyze the inflation rates.
Evelyn0/timeSeries_sp500_R
Evelyn0/topojson
Evelyn0/Vol_prediction
Realized Volatility Forecasting modeling