Coding

I am familiar with a dozen of programming languages, but I mainly code in R and Python. Most of the packages I develop are based on my papers and conference talks.

GitHub repositories


`bidask`		Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
`calculus`		High Dimensional Numerical and Symbolic Calculus in R
`covid19datahub`		COVID-19 Data Hub
`RblDataLicense`		R Interface to Bloomberg Data License

R packages


`bidask`		Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
`calculus`		High Dimensional Numerical and Symbolic Calculus in R
`COVID19`		R Interface to COVID-19 Data Hub
`RblDataLicense`		R Interface to Bloomberg Data License
`yuimaGUI`		A Graphical User Interface for the `yuima` Package

Python packages


`bidask`		Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
`covid19dh`		Python Interface to COVID-19 Data Hub
`stc`		~~Sparse Tensor Classifier~~ Supervised Classification with Born’s Rule (to be migrated)