MSE349

Repository for our work in MS&E349 (Financial Statistics)

Name		Name	Last commit message	Last commit date
Latest commit History 70 Commits
data		data
hw1		hw1
hw2		hw2
hw3		hw3
.gitignore		.gitignore
Appendix_Tables_Update.pdf		Appendix_Tables_Update.pdf
README.md		README.md
SPCA Empirical Results.ipynb		SPCA Empirical Results.ipynb
SPCA Markus.ipynb		SPCA Markus.ipynb
SPCA python.ipynb		SPCA python.ipynb
SPCA python_w_added_rp_pca.ipynb		SPCA python_w_added_rp_pca.ipynb
SPCA_python_v2.ipynb		SPCA_python_v2.ipynb
current.csv		current.csv
fred_md.csv		fred_md.csv
hw2-prob3.pdf		hw2-prob3.pdf
ludvigsen_ng_2009.pdf		ludvigsen_ng_2009.pdf
oos_exploration.R		oos_exploration.R
papa mean reversion.pdf		papa mean reversion.pdf
spca_empirical_results.R		spca_empirical_results.R
transformed_fred_md.csv		transformed_fred_md.csv
weak_factors_and_test_assets.pdf		weak_factors_and_test_assets.pdf

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