Code to generate all tables and figures of "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios", Critical Finance Review (forthcoming).

It contains codes and data to replicate paper on Spatial bootstrapped microeconometrics forecasting for out-of-sample geo-locations in big data

This project aims to predict future yen prices using time-series models such as ARIMA as well as making out of sample and in sample predictions on Python

Usage of model averaging to improve total credit gap as predictor of financial crises