Pinned Repositories
Applied-Social-Network-Analysis-in-Python
Introduction to Network Analysis
awesome-machine-learning
A curated list of awesome Machine Learning frameworks, libraries and software.
Capital-Asset-Pricing-Model-CAPM-
An excel VBA application of the Capital Asset Pricing Model (CAPM)
Diebold-Mariano-Test
This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).
Improved-String-Class
A C++ class of improved string
Machine-Learning-Evaluation-Exercise
Machine-Learning-Model-Rolling-forecast
Python-ML-rolling-grid-search
Hyperparameter tuning and rolling time-series forecast for machine learning models
STATA-Backtesting
A Stata program for backtesting forecast
summary-statistics-sparkline
This class takes pandas dataframe as input to generate formatted summary statistics outputs in text, Latex and PDF with sparklines.
johntwk's Repositories
johntwk/Diebold-Mariano-Test
This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).
johntwk/Python-ML-rolling-grid-search
Hyperparameter tuning and rolling time-series forecast for machine learning models
johntwk/Machine-Learning-Model-Rolling-forecast
johntwk/summary-statistics-sparkline
This class takes pandas dataframe as input to generate formatted summary statistics outputs in text, Latex and PDF with sparklines.
johntwk/STATA-Backtesting
A Stata program for backtesting forecast
johntwk/Applied-Social-Network-Analysis-in-Python
Introduction to Network Analysis
johntwk/awesome-machine-learning
A curated list of awesome Machine Learning frameworks, libraries and software.
johntwk/Capital-Asset-Pricing-Model-CAPM-
An excel VBA application of the Capital Asset Pricing Model (CAPM)
johntwk/Improved-String-Class
A C++ class of improved string
johntwk/Machine-Learning-Evaluation-Exercise
johntwk/markdown-here
Google Chrome, Firefox, and Thunderbird extension that lets you write email in Markdown and render it before sending.
johntwk/niqlow
design, solve and estimate discrete dynamic programs.
johntwk/random-sampling
This python function random_sampling helps users to draw from a given sample randomly with replacement and without replacement.
johntwk/Econometrics
Econometrics lecture notes with examples using the Julia language
johntwk/forecast
forecast package for R
johntwk/prophet
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
johntwk/Python-Data-Cleansing
johntwk/Python-Hypothesis-Testing
From Introduction to Data Science in Python on Coursera
johntwk/Python-ML-Model-Comparison
Compare machine learning models for time-series forecasting
johntwk/QuantEcon.py
A community based Python library for quantitative economics
johntwk/statsmodels
Statsmodels: statistical modeling and econometrics in Python