Pinned Repositories
Bellman-Policy-Iteration
also known as Euler Equation Iteration (Moll), Time Iteration (Sargent), based on Kaplan's codes
CaiGO
CTPMDSAMPLE
上海期货CTP行情API例子
Discrete-Ramsey-Model
Discrete time Ramsey model using bisection and shooting algorithm to solve for non steady state saddle path
Efron-Bootstrap
Naive boostrap, Residual/Wild bootstrap, Pairwise bootstrap, AR(p) parametric bootstrap, Nonparametrics Moving Block bootstrap, Order statistics, Subsampling
Hidden-Markov-Model
Hidden Markov Model using Python
Linear-Regressions
OLS (twoway clustered standard errors), Imperfect Multicollinearity (Ridge and PCA), ARMA(p,q) with Bootstrap
Nonparametrics-Kernel
Nonparametrics Kernel Estimation, not completed
PyCTP
CTP for Python
SEIR-COVID19
Use SEIR to model COVID 19
MCai416's Repositories
MCai416/SEIR-COVID19
Use SEIR to model COVID 19
MCai416/Discrete-Ramsey-Model
Discrete time Ramsey model using bisection and shooting algorithm to solve for non steady state saddle path
MCai416/Efron-Bootstrap
Naive boostrap, Residual/Wild bootstrap, Pairwise bootstrap, AR(p) parametric bootstrap, Nonparametrics Moving Block bootstrap, Order statistics, Subsampling
MCai416/Linear-Regressions
OLS (twoway clustered standard errors), Imperfect Multicollinearity (Ridge and PCA), ARMA(p,q) with Bootstrap
MCai416/Bellman-Policy-Iteration
also known as Euler Equation Iteration (Moll), Time Iteration (Sargent), based on Kaplan's codes
MCai416/CaiGO
MCai416/CTPMDSAMPLE
上海期货CTP行情API例子
MCai416/Hidden-Markov-Model
Hidden Markov Model using Python
MCai416/Nonparametrics-Kernel
Nonparametrics Kernel Estimation, not completed
MCai416/PyCTP
CTP for Python