Pinned Repositories
10K-MDA-Section
Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements
5MinuteFinance
Interactive Presentations for Financial Education using R/Shiny. See full list of presentations (with links) below.
analyst-forecast-errors
A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?https://www.sciencedirect.com/science/article/pii/S0304405X13000329
asset_pricing_code
authorless-tms
Repository for code and metadata to support work described in "Authorless Topic Models: Biasing Models Away from Known Structure"
Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
awesome-random-forest
Random Forest - a curated list of resources regarding random forest
Bond-Risk-Premia
Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python
brp-survey
Replication material for the paper "Expected Business Conditions and Bond Risk Premia"
Shared-with-Ben
zz2585's Repositories
zz2585/Shared-with-Ben
zz2585/awesome-random-forest
Random Forest - a curated list of resources regarding random forest
zz2585/causal-ml
Must-read papers and resources related to causal inference and machine (deep) learning
zz2585/cs230-code-examples
Code examples in pyTorch and Tensorflow for CS230
zz2585/Data-science
Collection of useful data science topics along with code and articles
zz2585/DataScienceSpCourseNotes
Compiled Notes for all 9 courses in the Coursera Data Science Specialization
zz2585/did_imputation
Event studies: robust and efficient estimation, testing, and plotting
zz2585/dotfiles
Settings for various tools I use.
zz2585/EquityCharacteristics
Calculate U.S. equity (portfolio) characteristics
zz2585/Event-Extraction
近年来事件抽取方法总结，包括中文事件抽取、开放域事件抽取、事件数据生成、跨语言事件抽取、小样本事件抽取、零样本事件抽取等类型，DMCNN、FramNet、DLRNN、DBRNN、GCN、DAG-GRU、JMEE、PLMEE等方法
zz2585/FinRL
Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance. NeurIPS 2020 & ICAIF 2021. 🔥
zz2585/GLMNet.jl
Julia wrapper for fitting Lasso/ElasticNet GLM models using glmnet
zz2585/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
zz2585/Information-Extraction-Chinese
Chinese Named Entity Recognition with IDCNN/biLSTM+CRF, and Relation Extraction with biGRU+2ATT 中文实体识别与关系提取
zz2585/ITCH
Nasdaq Order Book Reconstructor
zz2585/JFE_DID
This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
zz2585/MartineauZoican2021_InfoContribution
Data and code for Martineau and Zoican (2021): building an information contribution measure for sell-side analyst reports
zz2585/MeatPy
Market Empirical Analysis Toolbox for Python
zz2585/mgtecon634_py
This tutorial will introduce key concepts in machine learning-based causal inference. This tutorial is used by professor Susan Athey in the MGTECON 634 at Stanford. Scripts were translated into Python.
zz2585/mixtape
Data and Program files for Causal Inference: The Mixtape
zz2585/nlp-in-python-tutorial
comparing stand up comedians using natural language processing
zz2585/notebooks
Notebooks using the Hugging Face libraries 🤗
zz2585/Pyvis-Network-Graph-Streamlit
zz2585/ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2021)
zz2585/RL-book
zz2585/string_grouper
Super Fast String Matching in Python
zz2585/time-series-forecasting-with-python
A use-case focused tutorial for time series forecasting with python
zz2585/torch-rnn
Efficient, reusable RNNs and LSTMs for torch
zz2585/transformers
🤗 Transformers: State-of-the-art Machine Learning for Pytorch, TensorFlow, and JAX.
zz2585/zz2585.github.io
Accounting PhD at UCLA