North Face, Touching the Void, Into Thin Air: Death on Everest, The Dawn Wall, Everest - The Summit of the Gods, and so on.
SHLee AI Financial Model
R, Python, Financial Econometrics, Term Structure, Macro-Finance, Machine & Deep Learning, Music
R code for Arbitrage-Free Nelson-Siegel-Svensson (AFNSS) model
This post provides an R code for the 4-factor Arbitrage-Free Nelson-Siegel-Svensson (AFNSS) model developed by Lee (2024).
Old Classic Movies
The Grapes of Wrath, Gone with the Wind, It's A Wonderful Life, 12 Angry Men, To Kill a Mockingbird
People watch a movie at a theatre in 1940s
City Pops
City Pop music is known for its mix of smooth melodies, funky beats, and nostalgic vibes. Enjoy your trip down memory lane!
R: collect the i-th or last rows of each data frame in a list of data frames
This post demonstrates selecting either the last row or the i-th row from each data frame in a list of data frames in R.
Soothing Music and Sounds for Writing
You'll know when you get there. For now, just keep writing. - Miguel Alvarez
Hip Hop Movies
Hip-hop Movies: Boyz N The Hood, Straight Outta Compton, All Eyez on Me, Notorious, and 8 Mile. I couldn't find it, so I couldn't add 50 Cent's renowned and captivating film (Get Rich or Die Tryin').
50 Cent: Friendship and Life Advice
I aspire to emulate the attitude and lifestyle of 50 Cent and envy him for his strong friendships with great mentors like Dr. Dre or Eminem. They don't just talk the talk; they walk the walk by creating and collaborating on hit albums.
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Tentative Topics (Keeping Track to Avoid Forgetting)
Segmented Nelson-Siegel model
Shifting Endpoints Nelson-Siegel model
Nadaraya-Watson estimator
Locally weighted scatterplot smoothing (LOWESS)
Time-Varying Parameter Vector Autoregressions (TVP-VAR)
Time-varying or Dynamic Copula
Bayesian VAR
Adrian-Crump-Moench (ACM) term premium model
GARCH-EVT-Copula approach
Shifting Endpoints Nelson-Siegel model
Nadaraya-Watson estimator
Locally weighted scatterplot smoothing (LOWESS)
Time-Varying Parameter Vector Autoregressions (TVP-VAR)
Time-varying or Dynamic Copula
Bayesian VAR
Adrian-Crump-Moench (ACM) term premium model
GARCH-EVT-Copula approach