I'm a MPhil student at Monash University, interested in statistics and mathematical modelling. I really love programming and I'm learning to be a good researcher. Also, I'm becoming a qualified MJJ (a Chinese internet slang term for tech enthusiast).
| Python Packages | Description | Downloads | Languages |
|---|---|---|---|
| pattern-causality | A Python package for pattern causality analysis. | ||
| usmerge | A Python package for data discretization. | ||
| tsdss | A Python package for time series analysis. |
| R Packages | Description | Downloads | Languages |
|---|---|---|---|
| patterncausality | A R package for pattern causality analysis. |
💡 Note: As for the packages for pattern causality analysis, I strongly recommend you to use the Python version, it runs much more faster and is more convenient.
| Title | Description | Journal | Status | Link |
|---|---|---|---|---|
| patterncausality: Pattern Causality Algorithm in R | A R package intruduced for pattern causality analysis. | SSRN | Published | |
| Exploring the value of green: The impact factors on China's second-hand green housing prices based on geographically weighted Lasso regression | A model about bootstrap improved geographically weighted regression. | Pacific-Basin Finance Journal | Published | |
| The Impact of International Crude Oil on the China's Commodity Markets: An Idiosyncratic Perspective | A model about the generalized dynamic factor model and spillover effect analysis. | Energy Economics | Under Review |
|
| The Risk connectedness between International Crude Oil Market and Chinese Asset Markets: From the Perspective of Common and Idiosyncratic Information | A model about the generalized dynamic factor model and pattern causality analysis. | International Review of Financial Analysis | Under Revision |
|
| Environmental forcing and policy synergy: A multidimensional approach in the governance of air pollution and carbon emission | A model about causal-graph network with MMD and independent test. | Environmental Research | Published | |
| Hedging the climate change risks of China's brown assets: Green assets or precious metals? | A model about how to construct climate change risk index with transition risk and physical risk by text mining, and then hedge them in commidity market. | International Review of Economics & Finance | Published |