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1. machine-learning-algorithms machine-learning-algorithms Public

   Machine learning algorithms coded from scratch

   Jupyter Notebook 1

2. finite-sample-properties-of-vector-autoregression-tests finite-sample-properties-of-vector-autoregression-tests Public

   Studies of the finite sample properties of break-point test and sample-split test for vector-autoregression models coded in Matlab, with bootstrap values and Monte-carlo simulations

   MATLAB 2 2

3. accumulator-option-pricing accumulator-option-pricing Public

   Pricing of an accumulator option using Monte Carlo simulation (by Python and C++) and analytical approximiation (by MATLAB)

   C++ 6 1

4. labor-search-with-stochastic-aging labor-search-with-stochastic-aging Public

   A random labor search model in which workers face a death rate that is increasing in their health status, solved by value function iteration

   MATLAB