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Name: Giulior
Type: User
Name: Giulior
Type: User
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
useful functions for works in asset pricing
A curated collection of links for economists
Source code for 100+ books, kept here for quick reference
Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSM Lab Boot Camp 2018
Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019
storing config files
econometrics lecture notes and code, mostly using the Julia language
Graduate level econometrics labs in Python/R
Calculate U.S. equity (portfolio) characteristics
A C++ standalone library for machine learning
This repo gather R functions to reproduce analyses on the paper: Hecq,A.,Margaritella,L.,Smeekes,S. (2019), "Granger Causality testing in High-Dimensional VARs: a Post-Double-Selection Procedure"
Collection of Julia (Julia Lang) Examples
A collection of LaTeX templates used for research, courses, and miscellanea.
Generalized Method of Moments and other moment based estimation techniques for julia
This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course implements volatility and price forecasting models, asset pricing and factor models, and portfolio optimization. The course applies machine learning techniques, such as backtesting (cross-validation) and parameter regularization (shrinkage).
replication OLSGMM
Quantitative research and educational materials
Syllabus for CompEcon Course
Econometrics tools. Code for econometrics techniques that might come in handy in the future
VBA code
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.