Notes & Code

Notes on Factor Models

• Factor Models
• Tensor Factor Models
• Dynamic Principal Component Analysis

Teaching Notes

Macroeconometrics

(PhD Course — Teaching Assistant)

• Recitation 1
• Recitation 2
• Recitation 3
• Recitation 4
• Recitation 5
• Recitation 6
• Recitation 7

Others

• Panel Regression
• Matrix calculs
• GMM
• Regression
• Binary Choice Models

Econometrics II

(Master’s Level — Instructor)

• Matrix Algebra
• Conditional Expectation,
  Linear Regression
• Large-Dimensional Regression
• Maximum Likelihood Estimation
• Support Vector Machines
• Kernel Methods
• Multivariate Regression and Classification
• Nonparametric Methods
• Random Forest,
  AdaBoost,
  Gradient Boosting
• Time Series Basics
• Neural Networks
• Asymptotic Theory
• Generalized Method of Moments

Code Repositories

• Machine Learning Workshop (2024)
• E490: Interactive Brokers API — Example Code