Currently working on state space models, Bayesian algorithms, and topics from time series
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Federal Reserve Board of Governors
- Washington, DC
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TuringLang/SSMProblems.jl
TuringLang/SSMProblems.jl PublicCommon abstractions for state-space models
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TuringLang/GeneralisedFilters.jl
TuringLang/GeneralisedFilters.jl PublicFiltering and smoothing algorithms for state space models with analytic (or approximately/partially analytic) solutions
Julia
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butterworth_filtering
butterworth_filtering PublicA wholistic attempt at exploring digital signal processing for time series analysis by way of the Butterworth filter
Julia
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shade-econ/sequence-jacobian
shade-econ/sequence-jacobian PublicA unified framework to solve and analyze heterogeneous-agent macro models.
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