Mono repo for the PhD course AI for Business Research (DSME 6635, S24)

Course material for the PhD course in Advanced Bayesian Learning

Bayesian Learning course at Stockholm University

Lectures and "flipped session" materials from my NYU DS "Text as Data" course, spring 2021

Resources for a PhD class module focused on anomalies.

Jupyter notebooks on time series econometrics topics.

Code for the book "Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory"

PM520 Advanced Statistical Computing

Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.

Matlab Notebook for visualizing random matrix theory results and their applications to machine learning

Introductory Guide to Using Stata in Empirical Financial Accounting Research

Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)

Python API Client for FRED

Book_4_《矩阵力量》 | 鸢尾花书：从加减乘除到机器学习；上架！

Quantitative Interview Preparation Guide, updated version here ==>

Collection of notebooks about quantitative finance, with interactive python code.