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  1. tweet_sklearn tweet_sklearn Public

    NLP repo for our paper "StockTwits Classified Sentiment and Stock Returns". StockTwits data is available in the README.

    Python 2

  2. firm-network firm-network Public

    Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"

    Python 3

  3. stocktwits-download stocktwits-download Public

    Source codes to scrape tweets from the Stocktwits API and store as JSON. Preprocessing steps for NLP classification.

    Python 2

  4. duan-replication duan-replication Public

    MATLAB codes to replicate Duan et al. 's paper "Multiperiod corporate default prediction—A forward intensity approach"

    MATLAB 2

  5. forward-intensity forward-intensity Public

    Source codes and plots for my paper "A Deep Learning Approach to Estimate Forward Default Intensities"

    Python 1

  6. semantic_game semantic_game Public

    Word Mini-Game : Guess the secret word ! Play here :

    Python