Course Materials
Slides, problem sets, code, and data for each master class. Materials appear here after the corresponding class.
1 Macroeconomics
- Macro-1 VAR, SVAR, BVARto appear
- Macro-2 MS-VAR, TVP-VARto appear
- Macro-3 DSGEto appear
- Macro-4 Research frontiers in Macroeconomicsto appear
2 Finance
- Fin-1 Extracting market-based expectationsto appear
- Fin-2 Extracting risk premia in commodities futuresto appear
- Fin-3 Time-varying overreaction in commodities futures marketto appear
- Fin-4 Research frontiers in Financeto appear
3 Machine Learning
- ML-1 Gentle introduction to MLto appear
- ML-2 Reinforcement learningto appear
- ML-3 ML application for commodities prices forecastingto appear
- ML-4 Research frontiers for ML applicationsto appear
4 Software Engineering
- SE-1 Web application development (social network, KRUG)to appear
- SE-2 Mobile application development (social network, KRUG)to appear
- SE-3 Web application development (SVOD)to appear
- SE-4 Web application development (forecasting.to)to appear
5 Data Management
- DM-1 APIto appear
- DM-2 Data scraping with BeautifulSoupto appear
- DM-3 Data scraping with Selenium and Playwrightto appear
- DM-4 Research frontiers for data scraping applicationsto appear