ababii

Associate Professor of Economics at UNC-Chapel Hill

UNC Chapel Hill

Pinned Repositories

midasml
midasML package is dedicated to run predictive high-dimensional mixed data sampling models
Language:R40
PerformanceAnalytics
Language:R00
PortfolioAttribution
Language:R00
Pythia.jl
Machine learning time series regressions
Language:Julia13 2 46
sparse_group_lasso_julia
Language:Jupyter Notebook11
sparse_group_lasso_matlab
sparse-group LASSO estimator code translated to matlab from R package "SGL"
Language:HTML00
TensorPCA
Tensor Principal Component Analysis ---> https://arxiv.org/abs/2212.12981
Language:Python21
www.julialang.org
Julia Project website
Language:Jupyter Notebook0 0 00
PerformanceAnalytics
Language:R209 30 104105
PortfolioAttribution
Language:R17 10 011

ababii's Repositories

ababii/Pythia.jl
Machine learning time series regressions
Language:Julia13 2 46
ababii/midasml
midasML package is dedicated to run predictive high-dimensional mixed data sampling models
Language:R40
ababii/TensorPCA
Tensor Principal Component Analysis ---> https://arxiv.org/abs/2212.12981
Language:Python21
ababii/sparse_group_lasso_julia
Language:Jupyter Notebook11
ababii/PerformanceAnalytics
Language:R00
ababii/PortfolioAttribution
Language:R00
ababii/sparse_group_lasso_matlab
sparse-group LASSO estimator code translated to matlab from R package "SGL"
Language:HTML00
ababii/www.julialang.org
Julia Project website
Language:Jupyter Notebook0 0 00