Mr-TinMan2020's Stars
irwir/eMule
Continuing development of eMule
teal0range/FF5
一个基于**市场的Fama-French五因子实证研究
bkelly-lab/ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
OpenSourceAP/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
jasonzy121/Deep_Learning_Asset_Pricing
gregzanotti/dlsa-public
Deep Learning Statistical Arbitrage
damiancclarke/multHypStata
Slides and code on multiple hypothesis testing corrections in Stata
rwolst/mht
Multiple hypothesis testing for graphical models from time series.
seidelj/mht
Multiple Hypothesis Testing Procedure - List, Shaikh, Xu 2015
davidzarruk/Parallel_Computing
RamiKrispin/TSstudio
Tools for time series analysis and forecasting
business-science/timetk
Time series analysis in the `tidyverse`
tylerJPike/OOS
Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric and modern machine learning techniques.
caimichael/macrofoundations_labs
Lab reports written in Matlab and Python for Dave Backus's course: Macroeconomic Foundations for Asset Prices.
jstac/quantecon_nyu_2016
Quantitative Economics
davidzarruk/Sample-codes
Sample codes for different programming languages
PaulFackler/MDPSolve
A MATLAB Toolbox for Solving Markov Decision Problems with Dynamic Programming
gregkaplan/phact
kurtmitman/BKM_MIT
Code to Implement the Algorithm in "Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative" by Timo Boppart, Per Krusell and Kurt Mitman
kurtmitman/housing-boom-bust
Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal of Political Economy
ralphluet/perturbation_codes
This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods. Quantitative Economics
GregorDeCillia/HJB-solver
Numerical solution of Hamilton Jacobi Bellman equations
FRBNY-DSGE/DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
akfamily/akshare
AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库
rsvp/fecon235
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
vfitoolkit/VFIToolkit-matlab
A Matlab Toolkit for Macroeconomic Models using Value Function Iteration
tlamadon/econr-notes
Notes on solving and estimating economic model with heterogeneous agents using R and C++
vcurdia/VC-BayesianEstimation
Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.
EconForge/dolo.py
Economic modelling in python
QuantEcon/QuantEcon.py
A community based Python library for quantitative economics