anhdanggit/nowcasting-google-queries

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R
Created over 6 years ago
Updated over 6 years ago

anhdanggit/nowcasting-google-queries

anhdanggit

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Replicate the results of nowcasting housing sales by Google Queries, using Bayesian Structural Time-Series Model (Choi & Varian, 2009, 2012).

volatility-garch-VaR

Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

insurance-econometrics

Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Binomial, Gamma, and Log-Norm Distribution.

non-parametric-econometrics

This is the R code for several common non-parametric methods (kernel est., mean regression, quantile regression, boostraps) with both practical applications on data and simulations

dataCRACY

Contents of DATAcracy program: (i) Big-O: public data literacy & awareness; (ii) ATOM: free-open class of data

airline-entry-model

This is the project to estimate the entry game among airlines in US (based on the paper of Berry, 1992). The applied methods are Maximum Likelihood Estimator + Simulations

atom-assignments

All assignments of DATAcracy ATOM Open class, which is free and aims to democratize Data Skills for Everyone. The skills includes end-to-end of a simple and small scale data solutions.

Jupyter Notebook

credit-model-tree

By the data set from 'Give Me Some Credit' (2012), this work is to use it to illustrate some useful techniques in Credit Scoring Modelling, namely: GLM, SMOTE, CARET, CHAID, and MOB.

panel-fixedeffect-randomeffect

Using Fixed Effect, Random Effect and Hausman Taylor IV to estimate the impacts on wage

noaa-visualise

This package working with the NOAA Significant Earthquakes dataset to clean and visualise data by timeline and leaflet maps

portfolio-risk-finance

This repo is to introduce some basic applications of Python in Finance and Portfolio Management

Jupyter Notebook