Event studies: robust and efficient estimation, testing, and plotting

Accounting Fraud Detection Using Machine Learning

CUAD (NeurIPS 2021)

Replication of Conlon and Mortimer (JPE 2021)

Quickly adjust U.S. dollars for inflation using the Consumer Price Index (CPI)

Implementing the BLP method for random effects choice model using Julia. This is not a package for use on other datasets.

A PhD course in Applied Econometrics and Panel Data

Fama French Industry Classification

Example code to create firm level risk in Hassan et al. (2020)

Codes to replicate analysis in Baker & Gelbach (2020)

This work is an assignment for ECOM90003 Applied Micro-econometrics at the Univery of Melbourne. This work provides do files that replicate some statistical results in the paper "the Impact of Econ…

Material for a Python for Finance workshop at the University of Melbourne in 2017

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

Graduate Econometrics course notes with code in Julia

Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH

An introductory course on causal inference. Designed for undergraduate students with only a working knowledge of R and multiple regression. Light on maths, heavy on intuition and practical examples.

Multi-Class Text Classification for products based on their description with Machine Learning algorithms and Neural Networks (MLP, CNN, Distilbert).

Python utilities for working with Kilts-Nielsen files

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its go…

Econometrics; Finance; Machine Learning

Causal inference GitHub for UT Austin

⚡ Automating scientific workflows with AI ⚡

Stock options, RSUs, taxes — read the latest edition: www.holloway.com/ec

Evidence-based QA system for community question answering.

🤖 Scrape data from HTML websites automatically by just providing examples

Fama-French models, idiosyncratic volatility, event study

Implementation of Double Machine Learning

Machine learning and artificial intelligence