McNelis-CMML
Visiting Professor, Department of Economics, Boston College, and Professor Emeritus of Finance, Gabelli School of Business, Fordham University
Boston CollegeChestnut Hill, Mass.
Pinned Repositories
Ateneo2023
Notebooks and Data for Spring 2023
Brock_Mirman
Jupyter notebook for using Dynare-Julia and Projection Methods for the Brock-Mirman Model
ComputMacro
Syllabus, notes, presentations, and Jupyter notebooks for an undergraduate course at Boston College
Curriculum-Vitae
Dissertation-1974-and-Older-Papers
Some oldies from past decades
Farewell-Lecture-Jan.-25-2023
Link to Video on Google Drive
FinancialEconometrics
Financial Econometrics (MSc, Julia code)
FinEconometrics
Machine-Learning
Slides, Jupyter Notebooks for a 10-week course
Matlab-codes-for-Neural-Networks-in-Finance-2005-
Codes and data for my 2005 book, Neural Networks in Finance: Gaining Predictive Edge in the Market (Elsevier)
McNelis-CMML's Repositories
McNelis-CMML/Machine-Learning
Slides, Jupyter Notebooks for a 10-week course
McNelis-CMML/FinEconometrics
McNelis-CMML/Ateneo2023
Notebooks and Data for Spring 2023
McNelis-CMML/Brock_Mirman
Jupyter notebook for using Dynare-Julia and Projection Methods for the Brock-Mirman Model
McNelis-CMML/ComputMacro
Syllabus, notes, presentations, and Jupyter notebooks for an undergraduate course at Boston College
McNelis-CMML/Curriculum-Vitae
McNelis-CMML/Dissertation-1974-and-Older-Papers
Some oldies from past decades
McNelis-CMML/Farewell-Lecture-Jan.-25-2023
Link to Video on Google Drive
McNelis-CMML/FinancialEconometrics
Financial Econometrics (MSc, Julia code)
McNelis-CMML/Matlab-codes-for-Neural-Networks-in-Finance-2005-
Codes and data for my 2005 book, Neural Networks in Finance: Gaining Predictive Edge in the Market (Elsevier)
McNelis-CMML/ML_2023-BSP
Updated slides and Jupyther Notebooks, March2023
McNelis-CMML/MLBook
Chapter-by-chapter sets of Jupyter Notebooks, with Data Files. The Notebooks are coded in Matlab, Python, and Julia
McNelis-CMML/Presentations-on-Recent-Research
Beamer slides on various recent reseaerch endeavors.
McNelis-CMML/Titanic-
Programs comparing Logit, Probit, Random Forests and Neural Nets for predicting Titanic survivors