Pinned Repositories
bert
TensorFlow code and pre-trained models for BERT
demand_asset_pricing
EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
fall-2021
fuzzy-match-company-name
demo using FuzzyWuzzy matching company names
HurdleDMR.jl
Hurdle Distributed Multinomial Regression (HDMR) implemented in Julia
Intangible-capital-stocks
Parameters for intangible capital accumulation and data on intangible stocks (Ewens, Peters and Wang (2020))
ipca
Instrumented Principal Components Analysis
link_compustat_ibes
A python script to create a mapping table between I/B/E/S and Compustat
Option_Calculations
Python script to calculate a couple of options (financial derivatives) and Implied Volatilities for American and European options.
babymetal287's Repositories
babymetal287/bert
TensorFlow code and pre-trained models for BERT
babymetal287/demand_asset_pricing
babymetal287/EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
babymetal287/fall-2021
babymetal287/fuzzy-match-company-name
demo using FuzzyWuzzy matching company names
babymetal287/HurdleDMR.jl
Hurdle Distributed Multinomial Regression (HDMR) implemented in Julia
babymetal287/Intangible-capital-stocks
Parameters for intangible capital accumulation and data on intangible stocks (Ewens, Peters and Wang (2020))
babymetal287/ipca
Instrumented Principal Components Analysis
babymetal287/link_compustat_ibes
A python script to create a mapping table between I/B/E/S and Compustat
babymetal287/Option_Calculations
Python script to calculate a couple of options (financial derivatives) and Implied Volatilities for American and European options.
babymetal287/patentsmatch_bingsearchapproach
Match Patent Assignees with Compustat and SDC via Bing Search
babymetal287/Princeton-ECO529
Github Page for Princeton ECO529: Macro, Money and International Finance
babymetal287/Python_Option_Pricing
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
babymetal287/PyTorchTutorials
PyTorch Tutorial materials for Duke University +Data Science Initiative in 2019
babymetal287/redrawing-the-map
Replication Code for "Redrawing the Map of Global Capital Flows" (QJE Forthcoming, 2021)
babymetal287/SDC-to-Compustat-Mapping
A mapping between SDCs M&A database and the gvkey's in Compustat
babymetal287/stm
An R Package for the Structural Topic Model
babymetal287/textmatching
Development work for text matching