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10k-mda-section

Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements

5minutefinance

Interactive Presentations for Financial Education using R/Shiny. See full list of presentations (with links) below.

analyst-forecast-errors

A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?https://www.sciencedirect.com/science/article/pii/S0304405X13000329

asset_pricing_code

authorless-tms

Repository for code and metadata to support work described in "Authorless Topic Models: Biasing Models Away from Known Structure"

awesome-quant-machine-learning-trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

awesome-random-forest

Random Forest - a curated list of resources regarding random forest

bond-risk-premia

Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python

brp-survey

Replication material for the paper "Expected Business Conditions and Bond Risk Premia"

causal-inference-for-beginning-undergraduates

An introductory course on causal inference. Designed for undergraduate students with only a working knowledge of R and multiple regression. Light on maths, heavy on intuition and practical examples.

causal-ml

Must-read papers and resources related to causal inference and machine (deep) learning

ceo-dataset

Simple Versioned Datasets With Github Actions | In Less Than 10 Lines Of Python | Preserving The History of Notable CEOs

cf-paper-replication

Replication of Philippon and Guitierrez (2017), “Investment less Growth: An Empirical Investigation”

char-rnn

Multi-layer Recurrent Neural Networks (LSTM, GRU, RNN) for character-level language models in Torch

commonownerreplication

Replication for Common Owner 1980-2017

compecon2020

Computational Economics Course 2020 by Kenneth Judd

computational-economics

Algorithmic game theory, recursive macroeconomics, machine learning for econometrics

computing4economists

Econ Computing Class at Cornell

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

cs230-code-examples

Code examples in pyTorch and Tensorflow for CS230

cs320

data-science

Collection of useful data science topics along with code and articles

datasciencespcoursenotes

Compiled Notes for all 9 courses in the Coursera Data Science Specialization

deep-learning

Repo for the Deep Learning Nanodegree Foundations program.

deeplearningfornlpinpytorch

An IPython Notebook tutorial on deep learning for natural language processing, including structure prediction.

did_imputation

Event studies: robust and efficient estimation, testing, and plotting

dl_forfinance

This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. This paper let us explore the use of deeplearning models for problems in financial prediction and classification. Our goal isto show how applying deep learning methods to these problems can produce betteroutcomes than standard methods in finance or in Machine Learning

dotfiles

Settings for various tools I use.

dynamic-nmf

Dynamic Topic Modeling via Non-negative Matrix Factorization

earnings_news_jar

Code for "How Is Earnings News Transmitted to Stock Prices?"