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1. MLPairTrading_Strategy MLPairTrading_Strategy Public

   A machine learning (ML) pair trading (PT) strategy to automatically identify trading pairs and implement a market neutral mean reversion strategy

   Jupyter Notebook 4 1

2. ml-covid ml-covid Public

   We attempt to model the number of cases of COVID-19 as well as number of deaths from the disease. We combine data on cases from the John Hopkins Coronavirus Resource Center, economic and healthcare…

   Jupyter Notebook

3. abm-school-choice abm-school-choice Public

   ABM code for the article: An agent-based model of school choice with information asymmetries, published in the Journal of Simulation.

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4. chile-middle-income-trap chile-middle-income-trap Public

   Source code to replicate the results of our article published in Revista de Historia Económica: Another case of the middle-income trap: Chile, 1900-1939

   Python 1 2

5. chile-state-of-the-union-LDA chile-state-of-the-union-LDA Public

   Topic modeling of state of the union speeches given by Chilean presidents by a Latent-Dirichlet-Allocation (LDA).

   Jupyter Notebook 1

6. new-zealand-epu new-zealand-epu Public

   Economic policy uncertainty index with Baker-Bloom-Davis methodology. Scrapes New Zealand newspapers' articles for NZ-Herald, TVNZ, and Stuff.

   Python 1 1