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Imperial College London
- London, UK
- https://www.filippopellegrino.eu
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CeMicrodata.jl Public
Pull data from the Consumer Expenditure (CE) Public Use Microdata (PUMD) into Julia
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Replication code for "Analysing inflation with semi-structural models".
Julia BSD 3-Clause "New" or "Revised" License UpdatedMar 9, 2025 -
MessyTimeSeries.jl Public
A Julia implementation of basic tools for time series analysis compatible with incomplete data.
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MessyTimeSeriesOptim.jl Public
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
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AbidesMarkets.jl Public
Julia wrapper for ABIDES-Markets
Julia BSD 3-Clause "New" or "Revised" License UpdatedMay 22, 2023 -
Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting
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Replication code for "A Model of the Fed's View on Inflation".
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annealed_flow_transport Public
Forked from google-deepmind/annealed_flow_transportPython Apache License 2.0 UpdatedJan 31, 2022 -
LTCC-Advanced-Computational-Methods-in-Statistics Public
Forked from nkantas/LTCC-Advanced-Computational-Methods-in-StatisticsAdvanced LTCC course in Statistics - This course will provide an overview of Monte Carlo methods when used for problems in Statistics. After an introduction to simulation, its purpose and challenge…
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Metaprogramming_JuliaCon_2021 Public
Forked from dpsanders/Metaprogramming_JuliaCon_2021Jupyter Notebook UpdatedJul 27, 2021 -
stat-nlp-book Public
Forked from uclnlp/stat-nlp-bookInteractive Lecture Notes, Slides and Exercises for Statistical NLP
Jupyter Notebook UpdatedFeb 17, 2019