Macroeconomics, Economic Principles in the Real World - Part 1
Notes for The Power of Macroeconomics: Economic Principles in the Real World from coursera.
Recent Posts
Can Tweets Explain Stocks
A blog post by ‘Group Researches’. In this blog, we summarize our findings on the topic of ‘Analyzing the relationship between tweets about SP500 and the rea...
Fixed Income Securities and Interest Rate Models
Notes for MFIN 7036 Fixed Income Securities and Interest Modelling. Also add some important information from other sources.
Visualization of high-dimensional datasets using PCA and t-SNE
Use PCA and T-SNE to reduce the dimension of dataset, for better visualization result, as well as better accuracy for machine learning models.
Ho-Lee Model (a Binomial Tree Model)
An implementation of Ho-Lee model with Bionimal Tree Framework. It can be used for pricing interest rate derivatives and bonds.