Ming's repositories
SEIR-COVID19
Use SEIR to model COVID 19
Discrete-Ramsey-Model
Discrete time Ramsey model using bisection and shooting algorithm to solve for non steady state saddle path
Linear-Regressions
OLS (twoway clustered standard errors), Imperfect Multicollinearity (Ridge and PCA), ARMA(p,q) with Bootstrap
Efron-Bootstrap
Naive boostrap, Residual/Wild bootstrap, Pairwise bootstrap, AR(p) parametric bootstrap, Nonparametrics Moving Block bootstrap, Order statistics, Subsampling
Bellman-Policy-Iteration
also known as Euler Equation Iteration (Moll), Time Iteration (Sargent), based on Kaplan's codes
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CTPMDSAMPLE
上海期货CTP行情API例子
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Hidden-Markov-Model
Hidden Markov Model using Python
Nonparametrics-Kernel
Nonparametrics Kernel Estimation, not completed
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PyCTP
CTP for Python
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