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  • 👋 Hi, I’m @Abigailhust
  • 👀 I’m interested in asset prcing and machine learning
  • 🌱 I’m currently learning statistical reference including multiple testing and theories in asset prcing
  • 💞️ I’m looking to collaborate on ...
  • 📫 How to reach me : [email protected]

Abigail Tao's Projects

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

econml icon econml

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

factordata icon factordata

Interpretable Machine Learning Modeling for Asset Pricing: Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud

ipca icon ipca

Instrumented Principal Components Analysis

lihang- icon lihang-

《统计学习方法》的代码实现

ml_codes icon ml_codes

Dacheng Xiu(asset pricing via machine learning) Empirical Data and Some Simulation Codes

quantaxis icon quantaxis

QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

replicationcrisis icon replicationcrisis

Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2022)

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