Pinned Repositories
big-mac-data
Data and methodology for the Big Mac index
Complementarity.jl
provides a modeling interface for mixed complementarity problems (MCP) and math programs with equilibrium problems (MPEC) via JuMP
Constrained-Stochastic-Optimization
ERP
Creates first principal component of many equity risk premium models
investmentVolData
Data Package to create the data for the paper by Duarte, Kogan, Livdan, "Aggregate Investment and Stock Returns" (2023).
MultiConvex.jl
networks_hub
Home of code and output from the networks contagion project
Neural-Nets
Solving FBSDEs, PDEs and other things using neural networks in Julia
Percival.jl
Implementation of a Augmented Lagrangian method
X17A5
Database construction scripts from parsed X-17A-5 filings for broker-dealers from EDGAR
fernando-duarte's Repositories
fernando-duarte/ERP
Creates first principal component of many equity risk premium models
fernando-duarte/networks_hub
Home of code and output from the networks contagion project
fernando-duarte/X17A5
Database construction scripts from parsed X-17A-5 filings for broker-dealers from EDGAR
fernando-duarte/big-mac-data
Data and methodology for the Big Mac index
fernando-duarte/Complementarity.jl
provides a modeling interface for mixed complementarity problems (MCP) and math programs with equilibrium problems (MPEC) via JuMP
fernando-duarte/Constrained-Stochastic-Optimization
fernando-duarte/investmentVolData
Data Package to create the data for the paper by Duarte, Kogan, Livdan, "Aggregate Investment and Stock Returns" (2023).
fernando-duarte/MultiConvex.jl
fernando-duarte/Neural-Nets
Solving FBSDEs, PDEs and other things using neural networks in Julia
fernando-duarte/Percival.jl
Implementation of a Augmented Lagrangian method
fernando-duarte/Test-AWS
Repo to see if github plays nice with AWS
fernando-duarte/setup-tectonic-sample
Test project for setup-tectonic action