Using high frequency bitcoin quotes from the bitcoincharts website. 🍎
Desktop toolkit for volatility spillover & connectedness analysis (Diebold–Yilmaz). VAR, generalized FEVD, spillover networks — Python/Qt.
A Stata command to create buffered point clusters from point coordinates. Designed as a strategy to prevent or reduce spillovers in cluster-randomized experimental designs.
Environmental niche modeling of ebolavirus occurrence in Uganda using MaxEnt, incorporating climate, vegetation, elevation, and human settlement predictors to identify high‐risk spillover zones.
Causal effects on networks with double machine learning: ATE, direct and peer (spillover) effects with confidence intervals that account for network dependence. scikit-learn and Neo4j integration.
Geo-aware causal pipeline for localized retail interventions, where nearby stores contaminate each other: DBSCAN spatial clustering, spillover-buffer selection, propensity matching, and IPW-weighted difference-in-differences with clustered standard errors.
Rolling estimation of time-varying financial spillover networks via Matrix Autoregression (MAR) and Multiplex spatial models on Dow Jones constituents, 2004–2025. Developed as final assignment for Quantitative Risk Management exam.
Official repository for the paper "Unpacking sources of transmission in HIV prevention trials with deep-sequence pathogen data – BCPP/ Ya Tsie study".
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