mcherculano

Lecturer in Financial Economics @UoG Research interests: (Bayesian) Econometrics applied to Macroeconomics & Finance.

SchrodersLondon

Pinned Repositories

AssayingAnomalies
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
Language:MATLAB00
ECON5129
repo with labs for ECON5129 Stats & ML
Language:Jupyter Notebook00
jupyter-ieee-paper
Jupyter notebook to generate fully formatted IEEE papers
Language:Jupyter Notebook00
mcherculano.github.io
website online
Language:HTML00
merton_pds
Merton's Probabilities of Default
Language:Python70
primer_var
A primer on Vector-Autoregression
Language:HTML00
project-website-template
A HTML/CSS Template for Building Projects or Personal Websites
Language:HTML00
pyrb
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
Language:Python00
quarto-web
Quarto website
Language:JavaScript00

mcherculano's Repositories

mcherculano/merton_pds
Merton's Probabilities of Default
Language:Python70
mcherculano/AssayingAnomalies
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
Language:MATLAB00
mcherculano/ECON5129
repo with labs for ECON5129 Stats & ML
Language:Jupyter Notebook00
mcherculano/jupyter-ieee-paper
Jupyter notebook to generate fully formatted IEEE papers
Language:Jupyter Notebook00
mcherculano/mcherculano.github.io
website online
Language:HTML00
mcherculano/primer_var
A primer on Vector-Autoregression
Language:HTML00
mcherculano/project-website-template
A HTML/CSS Template for Building Projects or Personal Websites
Language:HTML00
mcherculano/pyrb
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
Language:Python00
mcherculano/quarto-web
Quarto website
Language:JavaScript00