Comparison of 10Y Expectations Component and Term Premium: The Celebrated ACM Model vs. Lee Model
Rocky - Stepping into the Ring
Rocky entered the ring to win after a very long and lonely path. He pushed himself to the limit and checked everything over and over again. In a world where many people give up or settle for less, he proved that being perfect is the only way to succeed. In the end, he became the undisputed champion.
Comparison of 10Y Expectations Component and Term Premium: The Celebrated ACM Model vs. Lee Model
Comparison of 10Y Expectations Component and Term Premium: The Celebrated ACM Model vs. Lee Model
R: A Simple Replication of Cointegration Test Results
This post is a straightforward replication of the Johansen cointegration test results from Johansen and Juselius (1990) using R urca package.
Romance of the Three Kingdoms (三國志演義)
Romance of the Three Kingdoms is acclaimed as one of the great classical novels of Chinese literature and it is very interesting and famous all over the world.
Equivalence of VAR models between original variables and their linear transformations
This post demonstrates the VAR forecasting equivalence between original variables and their linear transformations by examining a simple example.
Use a Python script to read and write on Excel File in Python
This post demonstrates how to utilize the xlwings Python package to execute a Python script to read and write Excel in Python.
Enumeration of combinations and permutations in R
This post demonstrates how to enumerate combinations and permutations using R.
Executing a Python script within Excel using xlwings
This post demonstrates how to utilize the xlwings Python package to execute a Python script within Excel.
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.
R: parallel execution using foreach and %dopar%
This post provides a quick introduction to parallel execution in R using foreach and %dopar%.
R: Creating Sequential Filenames or Folders: AA, AA_01, AA_02, ...
This post demonstrates how to generate sequential filenames or folders, like 'AA', 'AA_01', 'AA_02', and beyond.
R: Saving Lists with Renaming and Loading into a List
This post shows a streamlined list handling by saving lists with renaming and then loading them into a list for ongoing analysis.
R: Speed Up R Code using Rcpp and RcppArmadillo
This post demonstrates how to incorporate C++ code to enhance the running speed of R code, through the integration of Rcpp and RcppArmadillo. The Nelson-Siegel yield curve model serves as an illustrative example.
R: Outlier Detection with Mahalanobis Distance in R
This post demonstrates outlier detection using Mahalanobis distance with R.
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