Statistics | Econometrics | Machine Learning
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ECM-in-python
ECM-in-python PublicI implement and test an ECM on JP Morgan's stock and the S&P500
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MCMC-Log-Reg
MCMC-Log-Reg PublicContains a class that fits logistic regression parameters via a modified Metropolis-Hastings algorithm.
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PCA-from-Almost-Scratch
PCA-from-Almost-Scratch PublicThis is a notebook used to explain what PCA is, why it's useful, how to perform it, and how to apply it to a real problem.
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