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1. Quasi-maximum-likelihood-estimation-QMLE-of-spatial-dynamic-panel-data Quasi-maximum-likelihood-estimation-QMLE-of-spatial-dynamic-panel-data Public

   This package implements quasi-maximum likelihood estimation (QMLE) of spatial dynamic panel data based on paper by Lee & Yu (2011): https://www.sciencedirect.com/science/article/pii/S0304407616302147

   Jupyter Notebook 4 1

2. Convex-Order Convex-Order Public

   Forked from johanneswiesel/Convex-Order

   Jupyter Notebook 1

3. spreg spreg Public

   Forked from pysal/spreg

   Spatial econometric regression in Python

   Jupyter Notebook 1

4. robust_nsde_mtglProj robust_nsde_mtglProj Public

   Forked from msabvid/robust_nsde

   Robust pricing and hedging via Neural SDEs

   Python 1

5. Convex-Order-and-Arbitrage Convex-Order-and-Arbitrage Public

   Github repo for my senior thesis, titled "Convex Order and Arbitrage"

6. Bicausal_Wasserstein_MtglProj Bicausal_Wasserstein_MtglProj Public

   This repo implements the multi-dimensional martingale test based on bi-causal Wasserstein Martingale projection. Link to paper: https://arxiv.org/abs/2401.12197

   Python