Trung Le's repositories
Machine-Learning-Tutorials
machine learning and deep learning tutorials, articles and other resources
python-machine-learning-book-3rd-edition
The "Python Machine Learning (3rd edition)" book code repository
advancing-into-analytics-book
Resources for Advancing into Analytics: From Excel to R and Python by George Mount (O'Reilly Media, 2021)
SystemicRisk
A framework for systemic risk valuation and analysis.
midasml
midasml package is dedicated to run predictive high-dimensional mixed data sampling models
dynquant
dynquant - dynamic quantile regression models: CAViaR (different specifications), MVMQCAViaR, and Mixed Data Sampling versions of these models.
Credit-Risk-Anaytics-The-R-Companion
The rep contains the R files from Credit Risk Analytics: the R Companion, from H Scheule, D Rosch an B Baesens. Unfortunately, when I bought the book, I could not find the R files accompanying the book. So I decided to create the R files from the snippets of codes in the book. Hope you find the files useful. I also think this is an excellent book for those with an experience in both credt risk models and programming in R. If instead you want to learn R or credit risk, this is not the best book for you.
academic-kickstart
📝 Easily create a beautiful website using Academic, Hugo, and Netlify
nowcasting
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:
rugarch2
A modified version of rugarch package by Alexios for personal purpose
EconometricsWithR
📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
midasr
R package for mixed frequency time series data analysis.
rdatastream
A R interface for Datastream and Thomson Dataworks Enterprise
tourism-dashboard-public
Source code the New Zealand Tourism Dashboard which is deployed to https://mbienz.shinyapps.io/tourism_dashboard_prod/