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MLPairTrading_Strategy
MLPairTrading_Strategy PublicA machine learning (ML) pair trading (PT) strategy to automatically identify trading pairs and implement a market neutral mean reversion strategy
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ml-covid
ml-covid PublicWe attempt to model the number of cases of COVID-19 as well as number of deaths from the disease. We combine data on cases from the John Hopkins Coronavirus Resource Center, economic and healthcare…
Jupyter Notebook
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abm-school-choice
abm-school-choice PublicABM code for the article: An agent-based model of school choice with information asymmetries, published in the Journal of Simulation.
NetLogo 1
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chile-middle-income-trap
chile-middle-income-trap PublicSource code to replicate the results of our article published in Revista de Historia Económica: Another case of the middle-income trap: Chile, 1900-1939
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chile-state-of-the-union-LDA
chile-state-of-the-union-LDA PublicTopic modeling of state of the union speeches given by Chilean presidents by a Latent-Dirichlet-Allocation (LDA).
Jupyter Notebook 2
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new-zealand-epu
new-zealand-epu PublicEconomic policy uncertainty index with Baker-Bloom-Davis methodology. Scrapes New Zealand newspapers' articles for NZ-Herald, TVNZ, and Stuff.
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