Anh Dang's repositories
volatility-garch-VaR
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
insurance-econometrics
Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Binomial, Gamma, and Log-Norm Distribution.
non-parametric-econometrics
This is the R code for several common non-parametric methods (kernel est., mean regression, quantile regression, boostraps) with both practical applications on data and simulations
airline-entry-model
This is the project to estimate the entry game among airlines in US (based on the paper of Berry, 1992). The applied methods are Maximum Likelihood Estimator + Simulations
atom-assignments
All assignments of DATAcracy ATOM Open class, which is free and aims to democratize Data Skills for Everyone. The skills includes end-to-end of a simple and small scale data solutions.
credit-model-tree
By the data set from 'Give Me Some Credit' (2012), this work is to use it to illustrate some useful techniques in Credit Scoring Modelling, namely: GLM, SMOTE, CARET, CHAID, and MOB.
nowcasting-google-queries
Replicate the results of nowcasting housing sales by Google Queries, using Bayesian Structural Time-Series Model (Choi & Varian, 2009, 2012).
business-machine-learning
A curated list of practical business machine learning (BML) and business data science (BDS) applications for Accounting, Customer, Employee, Legal, Management and Operations.
noaa-visualise
This package working with the NOAA Significant Earthquakes dataset to clean and visualise data by timeline and leaflet maps
panel-fixedeffect-randomeffect
Using Fixed Effect, Random Effect and Hausman Taylor IV to estimate the impacts on wage
portfolio-risk-finance
This repo is to introduce some basic applications of Python in Finance and Portfolio Management
analytics-training-samples
Notebooks and code samples for analytics training. This codified my enthusiasm for continuous learning, exploring, and refining my mindset, skillet, toolset as a data practitioner.
books-library
📚e-books in PDF and ePub formats across a wide range of technology stacks and topics
customize-interactive-visual
Examples about customized visualization in Python, also interactive plots and animations
demand-estimate-antibiotics
Estimate the demand for antibiotics in France. The work could be used for price elasticity modelling, and simulate the demand of market. Techniques: Logit, Nested Logit, Random Coefficients Logit.
energy-technology
This is an application of Python to analyse the energy, technologies and GDP of Top 15 countries in Energy Engineering
genreXpose
Automated music genre classification using machine learning
homemade-machine-learning
🤖 Python examples of popular machine learning algorithms with interactive Jupyter demos and math being explained
short_courses
Instructional materials for econometrics short courses
stat-learning
Notes and exercise attempts for "An Introduction to Statistical Learning"
streamlit-data-glimpse
A quick app to explore and profile an uploaded dataset
streamlit-example
Example Streamlit app that you can fork to test out share.streamlit.io
training-data-analyst
Labs and demos for courses for GCP Training (http://cloud.google.com/training).
visacard-machine-learning
Code and data files to practice and cover basic concepts of common machine learning techniques: Random Forest, Logistic Regression, and Support Vector Machine in the problem of Visa Card Behaviour