Discover @jren-jane Open Source projects

Jing Ren (@jren-jane)

jren-jane

Stars
12
Global Rank 857,806 (Top 30 %)
Followers 13
Following 15
Registered over 4 years ago
Most used languages

MATLAB
50.0 %

Jupyter Notebook
25.0 %

C++
25.0 %
Location 🇱🇻 Latvia
Country Total Rank 36,372
Country Ranking

MATLAB
2

Jupyter Notebook
9

C++
50

accumulator-option-pricing

Pricing of an accumulator option using Monte Carlo simulation (by Python and C++) and analytical approximiation (by MATLAB)

var-rnn-lstm-for-multivariate-time-series-multistep-forecasting

Make multistep forecast based on multivariate time series, using VAR, RNN and LSTM models.

Jupyter Notebook

Hansen-RBC-with-VFI

Hansen's RBC model, with value function iteration

vector-autoregression-estimation-and-tests

Estimation, break-point test and sample-split test for vector-autoregression models coded in Matlab, with bootstrap values and Monte-carlo simulations