gen-li
Finance Ph.D. Candidate at UBC Sauder School of Business | Prior Research Associate at Yale School of Management, International Center for Finance.
University of British Columbia Vancouver
Pinned Repositories
applied_metrics
A PhD course in Applied Econometrics and Panel Data
EconML
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
Event-Study-Robot
Offline event study MATLAB application
Extract_TAQ_from_WRDS_Cloud
A simple SAS program that can extract TAQ data from WRDS cloud for a list of companies on particular dates during specific time periods.
gsb_summer_course
kiltsnielsen
Python utilities for working with Kilts-Nielsen files
Option-Pricing-Simulator
Non-exotic and exotic option price simulator using Monte Carlo simulation
Replic_barberis_jin_wang_2021
Replicate Barberis, Jin, and Wang (2021)
Replicate_PEAD
Replicate Post-Earnings Announcement Drift (PEAD)
SOP_GEN
Statement of Purpose (SOP) Generator
gen-li's Repositories
gen-li/addresser
Street Address Parser for Node.js
gen-li/addressit
Freeform Street Address Parser
gen-li/applied-methods-phd
Repo for Yale Applied Empirical Methods PHD Course
gen-li/awesome-ai-in-finance
🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.
gen-li/awesome-chatgpt-prompts
This repo includes ChatGPT prompt curation to use ChatGPT better.
gen-li/awesome-falsehood
😱 Falsehoods Programmers Believe in
gen-li/causalML-teaching
This repository consolidates my teaching material for "Causal Machine Learning".
gen-li/cbpp-stata-utils
Stata utility programs created by and for researchers at CBPP.
gen-li/cleanco
Company Name Processor written in Python
gen-li/econ6905
Econ 6905 "Topics in Trade" PhD class at Columbia University
gen-li/getcensus
Load American Community Survey data from the U.S. Census Bureau API into Stata
gen-li/humanparser
Parse a human name string into salutation, first name, middle name, last name, suffix.
gen-li/Jon-Barron
gen-li/kylebutts
gen-li/libpostal
A C library for parsing/normalizing street addresses around the world. Powered by statistical NLP and open geo data.
gen-li/MEPS
This repository provides example code for loading and analyzing data from AHRQ's Medical Expenditure Panel Survey (MEPS). More information about the survey and access to public use data files is available on our website
gen-li/Monetary-Policy-Segmentation-and-the-Term-Structure
Replication files for numerical solution in "Monetary Policy, Segmentation, and the Term Structure"
gen-li/parse-address
US Street Address Parser
gen-li/Parsr
Transforms PDF, Documents and Images into Enriched Structured Data
gen-li/pgfmorepages
An extension of the pgfpages package to add greater customisability
gen-li/probablepeople
:family: a python library for parsing unstructured western names into name components.
gen-li/Python_guide
Python instructions for research projects
gen-li/RapidFuzz
Rapid fuzzy string matching in Python using various string metrics
gen-li/roughViz
Reusable JavaScript library for creating sketchy/hand-drawn styled charts in the browser.
gen-li/screenshot-to-code
Drop in a screenshot and convert it to clean code (HTML/Tailwind/React/Vue)
gen-li/Shift-Share
Shift-Share Instrument Mixtape Track taught by Peter Hull
gen-li/stata-streamplot
A Stata package for stream plots
gen-li/stataguide
Introductory Guide to Using Stata in Empirical Financial Accounting Research
gen-li/test
gen-li/ubc-geospatial-opendata
UBC open geospatial data