miguelandrs's starred repositories
termstrc
The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets. The implementation focuses on the cubic splines approach of McCulloch (1971, 1975) and the Nelson and Siegel (1987) method with extensions by Svensson (1994), Diebold and Li (2006) and De Pooter (2007). We propose a weighted constrained optimization procedure with analytical gradients and a globally optimal start parameter search algorithm. Extensive summary statistics and plots are provided to compare the results of the different estimation methods. Several demos are available using data from European government bonds and yields.
data-ppf.github.io
website, lectures, and other material for Columbia University course "data: past, present, and future"
dynamics_sim
A generic evolutionary game theory simulation library
chart-doctor
Sample files to accompany the FT's Chart Doctor column
SlidesCodeHighlighter
A little web app that helps you copy+paste syntax-highlighted code into slide decks.
python-patterns
A collection of design patterns/idioms in Python
machine-learning-systems-design
A booklet on machine learning systems design with exercises. NOT the repo for the book "Designing Machine Learning Systems"
tufte-latex
A Tufte-inspired LaTeX class for producing handouts, papers, and books
just-pandas-things
An ongoing list of pandas quirks
style-guides
Docs for the Organization
pytest-pycharm
Plugin for py.test to enter PyCharm debugger on uncaught exceptions
line_profiler
Line-by-line profiling for Python
parquet-format
Apache Parquet Format
global-attribution-mapping
GAM (Global Attribution Mapping) explains the landscape of neural network predictions across subpopulations
awkward-0.x
Manipulate arrays of complex data structures as easily as Numpy.