Jaehyung's repositories
Experimentation-platform-materials
실험 플랫폼에 대한 자료를 정리한 저장소입니다.
clubSandwich
Cluster-robust (sandwich) variance estimators with small-sample corrections
Demand-Estimation
Demand Estimation taught by Jeff Gortmaker and Ariel Pakes
causal-inference-in-python-code
Code for the Book Causal Inference in Python
causalml
Uplift modeling and causal inference with machine learning algorithms
applied_metrics
A PhD course in Applied Econometrics and Panel Data
causalinference_crashcourse
Causal Inference Crash Course for Scientists - contains slides and Jupyter notebooks
awesome-causal-inference
A curated list of causal inference libraries, resources, and applications.
Blog-Posts
Code and notebooks for my Medium blog posts
Detecting-Option-Price-Deviation-using-Kalman-Filtering
In this repo, I use State Space Representation and Kalman Filtering technique to detect arbitrage opportunity in option price. In the first step, I formulate state space representation of option and stock price. Updates will be made soon.
Option_Pricing_ELS_replication_Samsung
In this repo, I describe how to compute the Equity Linked Security product developed by Samsung Security
ML-Tools-summary
A Collection of Cheatsheets, Books, Questions, and Portfolio For DS/ML Interview Prep
oce-dataset
Datasets for Online Controlled Experiments
python-bureau-economic-analysis-api-client
A Python API client used to pull and retrieve data from the US Bureau of Economic Analysis
staggered_did
Stata scripts running recent staggered DID estimators on simulated dataset
mipfp
Multidimensional Iterative Proportional Fitting and Alternative Models
Meta_learner-for-Causal-ML
This repository provides R-code for the estimation of the conditional average treatment effect (CATE) using machine learning (ML) methods.
lapack
LAPACK development repository
nlopt
library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
Crosswalk-ZipCode-County-CBSA
Create a cross-walk between zip code, county, and metropolitan area information.
BootCamp2018
Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSM Lab Boot Camp 2018