Zhuangzhuang Han (hzz1989118)

hzz1989118

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Zhuangzhuang Han's repositories

Cpp-MonteCarlo_ExoticOption

Pricing and sensitivity analysis for Exotics by Monte Carlo method

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Cpp-Option_Pricing

OOP for option pricing with exact forms & sensitivity analysis (Greeks)

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R-ETS-RandomForest

Summer Research Intern Project

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R-Group_Wald

A Wald statistic for group-level cheating detection

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R-BayesianDIF

A Bayesian DIF with hourseshoe prior

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R-JAGS-SDT_mix

Rjags code for DeCarlo's mix-memebershiped signal detection model

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R-nn4pse

Neural Network for Propensity Score Estimation

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