Barry Quinn's repositories
h2o-tutorials
Tutorials and training material for the H2O Machine Learning Platform
LinkedInScraping
Scraping of LinkedIn Profiles: Creates an Excel file containing the personal data and the last job position of all the provided LinkedIn profiles.
statsmodels
Statsmodels: statistical modeling and econometrics in Python
arm-workshop-rsc2019
Materials for the rstudio::conf 2019 Advanced R Markdown workshop
BAP
Bayesian Analysis with Python (Second Edition)
bvar
Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
CASI_Python
Python code for Computer Age Statistical Inference
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Deep_Fundamental_Factors
Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
docker-rstudio
RStudio in Docker with knitr, RMarkdown, and enough TeX to generate PDF
ETC3550Slides
Slides for a forecasting course based on "Forecasting: Principles and Practice"
hmmlearn
Hidden Markov Models in Python, with scikit-learn like API
interpret
Fit interpretable models. Explain blackbox machine learning.
ML_Finance_Codes
Machine Learning in Finance: From Theory to Practice Book
mlogit
:exclamation: This is a read-only mirror of the CRAN R package repository. mlogit — Multinomial Logit Models. Homepage: https://cran.r-project.org/package=mlogit, https://r-forge.r-project.org/projects/mlogit/
MS_VAR
Stan-code for Markov-switching vector autoregressive models
non-parametric-bayes-updating
Non-parametric kernel methods for updating a Bayesian model's parameters with new batches of data
py4fi2nd
Jupyter Notebooks and codes for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.
pystan_time_series
Basic time series modeling with Stan and Pystan
qsslearnr
learnr tutorial package for Quantitative Social Science
reclin
Probabilistic Record Linkage in R
resources
PyMC3 educational resources
rstudio-nginx
Dockerfile and compose script for setting up a containerised Rstudio instance running behind an nginx proxy
stancon2018helsinki_intro
StanCon2018 Helsinki Tutorial
trawlDiversity
Long-term trends in regional species richness