fernando-duarte

Fernando Duarte's repositories

Creates first principal component of many equity risk premium models

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Home of code and output from the networks contagion project

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Database construction scripts from parsed X-17A-5 filings for broker-dealers from EDGAR

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Data and methodology for the Big Mac index

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provides a modeling interface for mixed complementarity problems (MCP) and math programs with equilibrium problems (MPEC) via JuMP

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Data Package to create the data for the paper by Duarte, Kogan, Livdan, "Aggregate Investment and Stock Returns" (2023).

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Solving FBSDEs, PDEs and other things using neural networks in Julia

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Implementation of a Augmented Lagrangian method

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Repo to see if github plays nice with AWS

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Test project for setup-tectonic action

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