众人的因子回测框架 stock factor test
Replicate Barberis, Jin, and Wang (2021)
Replication of tables and figures of (BGLS, 2020) in Stata, R and Python. Not 100% perfectly the same as the original paper due to probable data misusage, ambiguous descriptions of some datasets in the paper or other reasons.
This repo contains the most important snippets of my masters thesis on the predictive power of Twitter emotions in the early months of the Covid-19 global health emergency
End-to-End Python implementation of Dávila-Fernández & Sordi's (2025) methodology for FX-constrained growth modeling (in emerging markets). Features Bayesian state-space estimation via Gibbs sampling with FFBS algorithm, heterogeneous agent simulation (fundamentalists/chartists), and nonlinear dynamics analysis.
University of Pennsylvania Senior Thesis (2021)
AI-driven behavioral coaching system for rational investment decisions
This repo contains a compiled dataset of Ethereum prices and R code for the detection of speculative bubbles using backward supremum augmented Dickey-Fuller procedure.
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