I am a proud contributor to QuantEcon. Some projects I was working on:
- Two Modifications of Mean-variance Portfolio Theory
- Additive and Multiplicative Functionals (in Julia: Additive, Multiplicative)
- Von Neumann Growth Model (and a Generalization)
Notes on Econometrics
(with Dániel Csaba)
This is a collection of notes we took mostly to organize our own thoughts and catalogue some interesting concepts that we encountered while reading about statistical learning theory and econometrics. Some of the concepts are demonstrated through short simulations using Python.