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a-robust-machine-learning-algorithm-for-text-analysis

amazon_food_reviews

In this repository, I am practiced and implemented various machine learning algorithms using the real-world dataset amazon food reviews from Kaggle.

c-lasso

The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”

data_science_portfolio

Portfolio of data science projects completed by me for academic, self learning, and hobby purposes.

deep_learning_asset_pricing

deep_learning_in_asset_pricing

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138

dsge_mod

A collection of Dynare models

equitycharacteristics

Calculate U.S. equity (portfolio) characteristics

experiments_with_python

experiments with python

extractrnd

Modular R code for extracting risk neutral density from options. Heavily depend on steve figlewski's work.

financial-frictions-course

This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated

firmlevelrisk

Example code to create firm level risk in Hassan et al. (2020)

fomctextanalysis

frauddetection

Accounting Fraud Detection Using Machine Learning

generalized_recovery

Option based P-density with time-separable utility function

google-trends

Main functions are in the file Google Trends functions.

iacoviel.github.io

Matteo Iacoviello's personal webpage

jdmbs

Jdmbs: An R Package for A Monte Carlo Option Pricing Algorithm for Jump Diffusion Model with Correlation Companies

lag-augmented_localprojections

Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.

lost-stats.github.io

Source code for the Library of Statistical Techniques

lp_var_simul

Simulation study of Local Projections, VARs, and related estimators

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

machinelearningwg

D-Lab's Machine Learning Working Group at UC Berkeley, with supervised & unsupervised learning tutorials in R and Python

measuring-corporate-culture-using-machine-learning

Code Repository for MS20190155

ml_codes

Empirical Data and Some Simulation Codes

mod5project

Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Module 5 Project.

mutual-fund-performance-prediction

Analysis of mutual fund schemes in India

mutual_fund_clustering

Capstone Project for General Assembly Data Science Immersive

ncsr-scraper

Python scraper for extracting holdings data from corporate bond fund NCSR forms

nlp-spelling_correction_model

Natural Language Spelling Correction Model