Pinned Repositories
class-repo
AEM 7130: Dynamic Optimization/Computational Methods
CompEcon2020
Computational Economics Course 2020 by Kenneth Judd
ConnectednessApproach
fall-2020
machine_learning_economics
Machine Learning for Economics
Parallel_Computing
Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
replication_exercise_EKNR2016AER
Replication exercise for "Trade and Global Recession".
tensorTS
R package for autoregressive, reduced-rank, and factor models in time series.
PearsonCHEN's Repositories
PearsonCHEN/replication_exercise_EKNR2016AER
Replication exercise for "Trade and Global Recession".
PearsonCHEN/class-repo
AEM 7130: Dynamic Optimization/Computational Methods
PearsonCHEN/CompEcon2020
Computational Economics Course 2020 by Kenneth Judd
PearsonCHEN/ConnectednessApproach
PearsonCHEN/fall-2020
PearsonCHEN/machine_learning_economics
Machine Learning for Economics
PearsonCHEN/Parallel_Computing
PearsonCHEN/Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
PearsonCHEN/tensorTS
R package for autoregressive, reduced-rank, and factor models in time series.