Pinned Repositories
causal-ml
Must-read papers and resources related to causal inference and machine (deep) learning
China-A-Sort
ChinaAShareEquityCharacteristics
Equity return and characteristics of China A-Share market
DNQM
This folder contains the R codes of Monte Carlo Simulation and empirical analysis in the paper "Dynamic Network Quantile Model"
Dynamic_Quantile_Panel
Enterprise-Registration-Data-of-Chinese-Mainland
FOMCTranscriptAnalysis
Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Federal Funds Rate. You can walk through my data cleaning, processing, and analysis process here.
gbex-
Package for gradient boosting for Extremes
Leo_Krippner_SSR
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
lpirfs
Shisong-Hsiao's Repositories
Shisong-Hsiao/causal-ml
Must-read papers and resources related to causal inference and machine (deep) learning
Shisong-Hsiao/China-A-Sort
Shisong-Hsiao/ChinaAShareEquityCharacteristics
Equity return and characteristics of China A-Share market
Shisong-Hsiao/DNQM
This folder contains the R codes of Monte Carlo Simulation and empirical analysis in the paper "Dynamic Network Quantile Model"
Shisong-Hsiao/Dynamic_Quantile_Panel
Shisong-Hsiao/Enterprise-Registration-Data-of-Chinese-Mainland
Shisong-Hsiao/FOMCTranscriptAnalysis
Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Federal Funds Rate. You can walk through my data cleaning, processing, and analysis process here.
Shisong-Hsiao/gbex-
Package for gradient boosting for Extremes
Shisong-Hsiao/Leo_Krippner_SSR
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
Shisong-Hsiao/lpirfs
Shisong-Hsiao/RHOSTS
Code associated with the paper 'Higher-order structure of multivariate time series' (https://www.nature.com/articles/s41567-022-01852-0)
Shisong-Hsiao/Spatial-Spillover
Shisong-Hsiao/spilled_t
Code for 'Treatment and Spillover Effects Under Network Interference'
Shisong-Hsiao/Machine-learning-in-policy-evaluation-new-tools-for-causal-inference
This is the repository holding the code used to perform the analysis used in the manuscript "Machine learning in policy evaluation: new tools for causal inference"
Shisong-Hsiao/Wu_Xia-SSR
Replicates the script for generating the Wu Xia shadow rate term structure model in python