Carlos Trucios Maza's starred repositories
Lecture-Notes-to-Time-Series-Econometrics
These are my lecture notes for a Time Series Econometrics course - MSc and PhD levls
covShrinkage
A package for shrinkage estimation of covariance matrices
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
range-based-vol-estimators
Efficiency of range-based volatility estimators
causal_inference_julia_code
Julia code for part 2 of the book Causal Inference: What If, by Miguel Hernán and James Robins
Econometrics
Econometrics lecture notes with examples using the Julia language
fpp3-python-readalong
Python-centered read-along of Forecasting: Principles and Practice
handson-ml3
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
practical-statistics-for-data-scientists
Code repository for O'Reilly book
mml-book.github.io
Companion webpage to the book "Mathematics For Machine Learning"
ml_pocket_reference
Resources for Machine Learning Pocket Reference
DimensionReduction
Short course on dimension reduction for AMSI
DataScience
Data Science in Julia course for JuliaAcademy.com, taught by Huda Nassar
DataFrames
Welcome to DataFrames.jl with Bogumił Kamiński
Introduction-to-Julia
Learn the language basics in this 10-part course.
SentiBigNomics
Lexicon-based Sentiment Analysis for Economic and Financial Applications
Pesquisa_Operacional
Repositório dedicado aos meus estudos relacionados com pesquisa operacional em R.
PortfolioSorts_NSE
Code for "Methodological Uncertainty in Portfolio Sorts".
StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
highOrderPortfolios
Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis