Speed up GJR-GARCH with Numba
Jun 1, 2019
Speed up GJR-GARCH with Numba 1. Introduction GJR-GARCH is widely used for modeling the …
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Model Confidence Set Python Implementation
Mar 12, 2019
Model Confidence Set Python Implementation The Model Confidence Set (MCS) is introduced by Hansen, …
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Fast Kalman Filtering with univariate treatment Part II---Fast C++ implementation with PyBind11
Jun 3, 2018
Fast Kalman Filtering with univariate treatment Part II—Fast C++ implementation with PyBind11 …
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Fast Kalman Filtering with univariate treatment Part I---Basics
Jun 1, 2018
Fast Kalman Filtering with univariate treatment Part I—Basics 1. Introduction 1.
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Python Tutorial Part III--Clean OptionMetrics
Apr 7, 2017
1. Clean OptionMetrics dataset import pandas as pd import numpy as np import matplotlib.
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Python Tutorial Part II--Numpy and Pandas
Apr 3, 2017
1. Numpy/Scipy NumPy and SciPy are open-source add-on modules to Python that provide common …
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Python Tutorial Part I--Basics
Apr 1, 2017
import thisThe Zen of Python, by Tim Peters Beautiful is better than ugly.
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