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copps-toolkit-a-toolkit-for-computing-constrained-optimal-policy-projections

A Toolkit for Computing Constrained Optimal Policy Projections

copula-opinion-pooling-application-on-yield-curves

A non-parametric extention of the Black-Litterman model applied on US yield curve

copulas

Playing around with time-varying parameter copulas

coursera-machine-learning-stanford

Machine learning-Stanford University

courses-introeconometrics-ph.d

This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their doctoral education. Edits, comments, and suggestions are welcome.

courses-timeseries-undergraduate

This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergraduates and beginning M.A./M.S. students.

credit-risk-modelling

Credit-Risk Modelling Libraries

creditcyclesmarketbasedleverage

Replication code for Credit Cycles with Market-Based Household Leverage

crosssection

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

crosssectiondemos

Example code of simple things one can do with our open-source asset pricing data

crude-oil-futures

Multi-factor modelling of crude oil futures

csl_code

css_mansci_preparationcode

cstwmpc

The Distribution of Wealth and the Marginal Propensity to Consume

cumcm

原创的关于全国大学生数学建模竞赛的文章和代码

currency_garch_volatily

The file includes 3 separate tasks. The first code is constructed to analyse which factors account for the currency premium. Second task simulates Garch process. Third task analyses the predictability of stock market volatility and decomposes volatility trading.

cw2010-replicationcodes

Replication codes for Cúrdia, V., and M. Woodford (2010). "Credit Spreads and Monetary Policy," Journal of Money, Credit and Banking, 42 (s1), pp. 3-35.

cw2011-replicationcodes

Replication codes for Cúrdia, V., and M. Woodford (2011). "The Central-Bank Balance Sheet as an Instrument of Monetary Policy." Journal of Monetary Economics, 58(1), pp. 54-79.

cw2016-replicationcodes

Replication codes for Cúrdia, V. and Woodford, M. (2016). "Credit Frictions and Optimal Monetary Policy." Journal of Monetary Economics, 84, pp. 30-65.

cycle-is-the-trend

d2l-zh

《动手学深度学习》：面向中文读者、能运行、可讨论。中英文版被全球200所大学采用教学。

data_integration_celery

通过celery定期执行更相关任务，将万得wind，同花顺ifind，东方财富choice、Tushrae、JQDataSDK、pytdx、CMC等数据终端的数据进行整合，清洗，一致化，供其他系统数据分析使用

datascience

Curated list of Python resources for data science.

dataviz

Data vizualization tools for Matlab

dcc-aparch-model

Dynamic conditional correlation for portfolio management

dcegm

Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)

deacrossefficiencymatlab

DEA Cross-Efficiency Toolbox for MATLAB

deamatlab

Data Envelopment Analysis Toolbox for MATLAB

deep-learning-using-neural-network-toolbox-finance-portfolio-selection-with-morningstar

Deep Learning using Neural Network Toolbox + Finance Portfolio Selection with MorningStar

deeplearntoolbox

Matlab/Octave toolbox for deep learning. Includes Deep Belief Nets, Stacked Autoencoders, Convolutional Neural Nets, Convolutional Autoencoders and vanilla Neural Nets. Each method has examples to get you started.