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Regression Difference in Differences
Regression Difference in Differences
with Fixed Effects, Multiple Treatment Periods and Dynamic Treatment Effects
Gerwyn Ng
Dec 20, 2019
Natural Cubic Splines Implementation with Python
Natural Cubic Splines Implementation with Python
Piece-wise interpolation with a global interpretation
Gerwyn Ng
Dec 5, 2019
Time Series Cross-validation — a walk forward approach in python
Time Series Cross-validation — a walk forward approach in python
Importance of doing time-series cross validation and python implementation of walk forward.
germayne
Sep 5, 2019
Kaggle Home Credit, a silver solution (Top 5%)
Kaggle Home Credit, a silver solution (Top 5%)
This competition requires kagglers to build a credit-scoring model of sorts. The main objective is to classify if a given individual…
germayne
Dec 21, 2018
Wrapping up Kaggle’s Home credit competition
Wrapping up Kaggle’s Home credit competition
Despite being busy with my schedule recently, I managed to obtain a silver medal (top 5% placement) in this competition. I did struggle…
germayne
Aug 30, 2018
Casino’s Big and Small — using Monte Carlo Simulation
Casino’s Big and Small — using Monte Carlo Simulation
Back in 2018, it was my first experience at a casino in Macau (It was a dedicated day trip from Hong Kong). We chose one of the easiest …
germayne
Aug 24, 2019
Filling in gaps in time series data
Filling in gaps in time series data
A 3 line solution to filling time series gaps
germayne
Jul 31, 2018
The new kids on the block - Elastic net, LASSO and ridge
The new kids on the block - Elastic net, LASSO and ridge
Elastic net, lasso and ridge are the new cool kids that joined your neighborhood. They provide the union of statistics and machine…
germayne
Jun 21, 2017
Easy guide to installing keras + Tensorflow
Easy guide to installing keras + Tensorflow
Getting ready for deep learning is not as hard as you might think. (minus the modelling and architecture process, underlying mathematics)
germayne
Oct 26, 2017
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