Abigail Tao's Projects
Config files for my GitHub profile.
ARMA-GARCH
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Counterfactual Regression
吴恩达老师的机器学习课程个人笔记
A repository to reproduce the numerical results in the Derandomized Knockoffs paper
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
Calculate U.S. equity (portfolio) characteristics
Interpretable Machine Learning Modeling for Asset Pricing: Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
The GitHub Matrix Screensaver for Mac OSX
Instrumented Principal Components Analysis
李宏毅2021/2022/2023春季机器学习课程课件及作业
《统计学习方法》的代码实现
Matlab Coding homework for Machine Learning
Code Repository for MS20190155
Dacheng Xiu(asset pricing via machine learning) Empirical Data and Some Simulation Codes
QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2022)
《统计学习方法》(第二版)习题解答,在线阅读地址:https://datawhalechina.github.io/statistical-learning-method-solutions-manual