Notes | Academic

Note for Econometrics

Wed, 25 Dec 2024 00:00:00 +0000

This note contains the following contents:

Mathematical Review
Regression
Endogeneity
Differences in Differences
Synthetic Control
Nonparametric Method

Note for Time Series Analysis

Tue, 13 Feb 2024 00:00:00 +0000

This note contains the following contents:

Time Series Analysis Theory
Emperical Time Series Analysis

Asset Pricing Notes

Tue, 09 Jan 2024 00:00:00 +0000

This note contains the following contents:

Empirical Asset Pricing
Theory of Asset Pricing

Note for Micro-Economics

Thu, 30 Nov 2023 00:00:00 +0000

The base of this note is my learning content at Georgia Tech courses: Econ 7022 and 7023. This note is built from the lecture notes from the above courses based on my own understanding and refers to multiple textbooks. Part of the proofs and calculations are done by myself. So, if you find there is any mistakes, please get in touch with me.

Note for NLP skills

Thu, 09 Nov 2023 00:00:00 +0000

This note contains the following contents:

Data Preprocessing Skills.
Build Different Kinds of Machine Learning and Deep Learning Models.
The Usage of Pretrained Models and LLMs.
Some examples.

Paper Reading Notes

Thu, 09 Nov 2023 00:00:00 +0000

This note contains the following topics:

Macro-Finance
Option Trading
Market Microstructure

Note for Statistical Inference

Thu, 15 Dec 2022 00:00:00 +0000

This note contains the following contents:

Large-Sample Approximation
Data Reduction
Method of Estimating Parameter
Estimator Evaluation
Hypothesis Testing and p-value
Confidence Interval
Estimation of Variance of Estimated Parameter