Giter Club home page Giter Club logo

quantecon.notebooks's Introduction

QuantEcon Notebooks

This repository collects notebooks related to QuantEcon projects.

A curated list of notebooks that draws on the notebooks collected in this repository is now available here

You can run these notebooks live using the mybinder service

image

Please add your notebooks by push or PR. When doing so, please add your notebook to the top level of this repo (no need to put it in a subdirectory) and give it a unique and reasonably descriptive name.

Any notebooks that require dependencies to run should locate these in the dependencies folder.

There is a simple fetch utility built into the python quantecon package.

quantecon.notebooks's People

Contributors

albep avatar anjujoon avatar cc7768 avatar ioris avatar jstac avatar lingdixu avatar m21kosumi avatar mmcky avatar natashawatkins avatar nswa17 avatar oyamad avatar sglyon avatar szokeb87 avatar tyleransom avatar yuya-furusawa avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

quantecon.notebooks's Issues

Link Trackers

I talked with @mmcky a little this morning and we think it would be interesting to implement a link tracker of some sorts to see which notebooks are popular.

Eventually, this could be the basis for the "featured" notebooks in the future -- If we had N featured notebooks then have N-j of them be the most popular notebooks over last 2-3 months and the remaining ones be new contributions (the actual decision of how large to make N and j can come later). This hopefully would allow the notebooks people find most interesting to float to the most viewable positions.

RMT3 chapter 11 simulations

@albop and I have been working on polishing up the notebook I wrote for doing some of the perfect foresight experiments found in chapter 11 of RMT3.

You can find the recent version of the notebook: https://github.com/EconForge/dolo/blob/master/examples/notebooks/rmt3_ch11.ipynb

All the code in this notebook is ready to go.

We wanted to open up this issue to give others a chance to see the notebook and comment on any of the exposition or presentation.

This should be a pull request, but I didn't open it as one because it is not self-contained. The path to the yaml file is hard coded into the notebook and assume that the notebook is being run from its home in the dolo repository. We will have to think about a way to get around this.

Thanks

cc @jstac @mmcky @cc7768 @thomassargent30

MAINT: Migrate from `master` to `main`

I am migrating QuantEcon.py from master to main which will require links internal to these notebooks to be updated

./ddp_ex_job_search_py.ipynb:    "The following paramter values are from [lakemodel_example.py](https://github.com/QuantEcon/QuantEcon.py/blob/master/examples/lakemodel_example.py)."
./ddp_ex_job_search_py.ipynb:    "mimicking [lakemodel_example.py](https://github.com/QuantEcon/QuantEcon.py/blob/master/examples/lakemodel_example.py)."
./recursive_repeated_games.ipynb:    "The stage game is simply created by `NormalFormGame((A, B))`. This command takes a tuple of players (in this case `A` and `B`) and using the information held about payoffs for each player creates a normal form game. For more information consider reviewing the [Tools for Game Theory notebook](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/game_theory_jl.ipynb).\n",
./ddp_ex_optgrowth_py.ipynb:    "the [solution notebook](http://nbviewer.ipython.org/github/QuantEcon/QuantEcon.py/blob/master/solutions/discrete_dp_solutions.ipynb)\n",
./ddp_ex_MF_7_6_2_jl.ipynb:    "`Julia` translation of the [Python version](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/ddp_ex_MF_7_6_2_py.ipynb)"
./ddp_ex_MF_7_6_3_jl.ipynb:    "`Julia` translation of the [Python version](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/ddp_ex_MF_7_6_3_py.ipynb)"
./ddp_ex_MF_7_6_3_jl.ipynb:       "// https://github.com/JuliaLang/Interact.jl/blob/master/src/IJulia/ijulia.js\r\n",
./permanent_income.ipynb:    "with $\\beta R = 1$ into a linear state space system, applies two different approaches to solving the model and compares outcomes from those two approaches. After confirming that answers produced by the two methods agree, it applies the quantecon [LinearStateSpace](https://github.com/QuantEcon/QuantEcon.py/blob/master/quantecon/lss.py) class to illustrate various features of the model. \n",
./game_theory_jl.ipynb:    "* [A Recursive Formulation of Repeated Games](https://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/recursive_repeated_games.ipynb)"
./ddp_ex_MF_7_6_5_jl.ipynb:    "Julia translation of the [Python version](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/ddp_ex_MF_7_6_5_py.ipynb)"
./ddp_ex_MF_7_6_5_jl.ipynb:       "// https://github.com/JuliaLang/Interact.jl/blob/master/src/IJulia/ijulia.js\n",
./ddp_ex_MF_7_6_4_jl.ipynb:    "Julia translation of the [python version](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/ddp_ex_MF_7_6_4_py.ipynb)"
./samuelson.ipynb:    "[LinearStateSpace](https://github.com/QuantEcon/QuantEcon.py/blob/master/quantecon/lss.py) class to do\n",
./samuelson.ipynb:    "[LinearStateSpace](https://github.com/QuantEcon/QuantEcon.py/blob/master/quantecon/lss.py) class"
./rmt3_ch11.ipynb:    "url = \"https://raw.githubusercontent.com/EconForge/dolo/master/examples/models/rmt3_ch11.yaml\"\n",
./markov_chain_ex01_jl.ipynb:    "Julia translation of the [Python version](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/markov_chain_ex01_py.ipynb), translated by **Ryumei Nakada**"
./markov_chain_ex01_jl.ipynb:       "// https://github.com/JuliaLang/Interact.jl/blob/master/src/IJulia/ijulia.js\n",
./lucas_asset_pricing_model.ipynb:    "This note describes why and how we modified the computer code of the original <a href=\"https://github.com/QuantEcon/QuantEcon.py/blob/master/quantecon/models/lucastree.py\">lucastree.py</a> module. We briefly reformulate Lucas' asset pricing problem as found in the  <a href=\"http://quant-econ.net/py/lucas_model.html\">lecture notes</a> . Denote by $y$ the fruit of the tree. The fruit’s growth rate follows the process $G(y,z') = y^\\alpha z'$ with $z' \\sim \\log N(0,\\sigma^2)$. The investor has CRRA preferences with curvature parameter $\\gamma$ and discount factor $\\beta$. Following <a href=\"https://www.jstor.org/stable/1913837?seq=1#page_scan_tab_contents\">Lucas (1978)</a> , the pricing function, $p(y)$, solves the functional equation:\n",
./lucas_asset_pricing_model.ipynb:    "    https://github.com/QuantEcon/QuantEcon.py/blob/master/quantecon/models/lucastree.py\n",
./IntroToStan_basics_workflow.ipynb:    "It is worthwhile to build each layer of complexity on a different feature [git branch](https://www.atlassian.com/git/tutorials/). This minimises the possibility of contamination between models. Once the more complex model is working fine, then merge it back into the master branch. \n",
./ddp_ex_MF_7_6_1_jl.ipynb:    "Julia translation of the [Python version](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/ddp_ex_MF_7_6_1_py.ipynb)"
./ddp_ex_MF_7_6_1_jl.ipynb:       "// https://github.com/JuliaLang/Interact.jl/blob/master/src/IJulia/ijulia.js\r\n",
./dataframes_examples.ipynb:    "2. `:left`: The output contains rows for values of the key that exist in the first (left) argument to join, whether or not that value exists in the second (right) argument *(this is the `keepmaster)` option in Stata)*\n",
./dataframes_examples.ipynb:    "5. `:semi`: Like an inner join, but output is restricted to columns from the first (left) argument to join *(this is the `keep(match master)` option in Stata)*\n",
./NKModel_CLMM_matlab.ipynb:     "url": "https://github.com/calysto/metakernel/blob/master/metakernel/magics/README.md"
./ddp_ex_job_search_jl.ipynb:    "The following paramter values are from [lakemodel_example.py](https://github.com/QuantEcon/QuantEcon.py/blob/master/examples/lakemodel_example.py)."
./ddp_ex_job_search_jl.ipynb:    "mimicking [lakemodel_example.py](https://github.com/QuantEcon/QuantEcon.py/blob/master/examples/lakemodel_example.py)."
./ddp_ex_MF_7_6_6_jl.ipynb:    "`Julia` translation of the [python version](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/ddp_ex_MF_7_6_6_py.ipynb)"

Better handling of notebook dependencies (One option)

Currently notebook dependencies are added as a folder/ containing additional code and data. This requires the user to either download this companion data or clone the entire repo.

We could update our style guide for notebook submissions to conform to a standard layout that we can then exploit to create self contained notebooks that would auto-download associated files for running that notebook.

Github allows for the download of raw files from within a repository such as:

wget https://github.com/QuantEcon/QuantEcon.notebooks/raw/master/scipy/test_data.csv

If support files are stored in: QuantEcon.applications/dependencies/<files> then we could write a simple python function in QuantEcon that pulls in the relevant dependencies to a local machine and allow notebooks to be written using simpler import statements without worrying about locations of files etc. This would require adding a dependency cell in relevant notebooks such as:

from quantecon import import_dependancies
import_dependancies("file.py", "data.csv")

which would fetch the files using invoke to run a series of wget or curl operations.

This repo would then contain:

README.md
*.ipynb
dependencies/

A general issue for update to the new interactive site

@albop @DrDrij @mmcky @cc7768 @spencerlyon2 @oyamad

Hi all, this is a place where we can record our thoughts as we start to design the new interactive notebook site.

At present a rough model is stackexchange. For example:

http://math.stackexchange.com/

The plan: Next to each notebook is a count of views and upvotes / downvotes. It's possible to comment on a notebook. Notebooks are submitted as a link to a file that the users can update (for example, a URL from GitHub or Nbviewer). This is important so that they themselves can update it, rather than emailing us to do it.

Anyone can submit a notebook -- the free market decides their value.

Notebooks are tagged by the person who submits them and readers can filter by these tags (micro, macro, etc.) as well as by recent, most popular, etc.

@albop and @mmcky both emphasized reusing existing code for the notebook site if possible. For example, is the engine behind stackexchange open source?

@DrDrij Has agreed to do most of the hard work in putting the site together. We have a meeting on the 14th Oct to write down a battle plan. All input is appreciated.

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.