JacquesYL's Stars
skhiggins/Python_guide
Python instructions for research projects
nkonts/replication-the-virtue-of-complexity-in-return-prediction
Replication of https://ssrn.com/abstract=3984925
bkelly-lab/ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
paulgp/gpss_replication
GPSS Replication Files
paulgp/MLInference
kosyoshida/PartialLeastSquares_matlab
Regression Toolbox for matlab
lalvim/PartialLeastSquaresRegressor.jl
Implementation of a Partial Least Squares Regressor
StephaneSurprenant/Intro_Programming_for_Econ
Some codes that may be useful to introduce students to computer programming in economics.
quantgirluk/ICMM
📝 Introduction to Monte Carlo methods in Finance Workshop Materials
jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
paulgp/GaryChamberlainLectureNotes
elsaifym/EDGAR-Parsing
This repo contains all the code necessary to download, extract, and parse 13F filings on EDGAR.
javierbarbero/PanelDataMATLAB
A Panel Data Toolbox for MATLAB
andrewchbaker/JFE_DID
This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
andrewchbaker/DiD_Codes
This repo contains the codes for Baker, Larcker, Wang - "How Much Should We Trust Staggered Difference-in-Differences Estimates?"
tevgeniou/FinanceProjectTemplate
bradvin/social-share-urls
Social Share URLs
santisoler/cc-licenses
Creative Commons Licenses for Github
jslicense/CC-BY-SA-4.0
Plaintext of the Creative Commons Attribution-ShareAlike 4.0 International (CC-BY-SA-4.0) license from www.blog.creativecommons.org
jwolberg/VIX-Futures-ETPs
Files related to VIX Futures ETPs
dmafanasyev/elsevier_latex_template
Common template of the research article using elsarticle class. It also contains elsarticle-ru class file and elsarticle-harv-ru bibliography style file that is russian translation of the originaly provided files by Elsevier (see http://www.elsevier.com/author-schemas/latex-instructions).
NickCH-K/Econometrics
A Swirl course for introductory econometrics
github/personal-website
Code that'll help you kickstart a personal website that showcases your work as a software developer.
OpenSourceAP/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Avik-Jain/100-Days-Of-ML-Code
100 Days of ML Coding
ArdiaD/RiskPortfolios
Functions for the construction of risk-based portfolios
ArdiaD/bayesGARCH
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
sgaure/lfe
Source code repository for the R package lfe on CRAN.
chrisconlon/Grad-IO
Graduate Empirical Industrial Organization
paulgp/applied_metrics
A PhD course in Applied Econometrics and Panel Data