Nonparametric Econometrics with Python

Sunday, March 15, 2015

$\frac{1}{2}$

Subscribe to: Posts (Atom)

George Panterov: I am a PhD candidate in economics at American University. My research is focused on studying continuous double-auction markets and limit order books. I am applying artificial neural networks, genetic algorithms, maximum entropy and other nonparametric estimation methods to large sets of order level data to determine if microstructure variables have predictive ability.

Simple theme. Powered by Blogger.