charlesknipp Goto Github PK
Name: Charles Knipp
Type: User
Bio: Currently working on state space models, Bayesian algorithms, and topics from time series
Location: Washington, DC
Charles Knipp's Projects
butterworth_filtering
A wholistic attempt at exploring digital signal processing for time series analysis by way of the Butterworth filter
consumer_choice
consumer choice optimization in Go and Python 3
economics
A repository of all the code I use as an undergraduate economics/math student
incomplete-tournament-data
nhl
refinitiv_rest
A python interface to Refinitiv's REST API via Datascope Select. This repository is merely a structural tool to designing ones own queries and asset classes
sequential_monte_carlo
This module is an efficient and flexible implementation of various Sequential Monte Carlo (SMC) methods. Bayesian updates occur for both latent states and model parameters using joint inference.
ssmproblems.jl
Common abstractions for state-space models
statespaceinference.jl
Joint parameter and state inference for state space models using Bayesian techniques
technology_waves
running patent data through a dataframe
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