Posts

Given the rapid progress in artificial intelligence (AI), which has had a profound impact on research in economics and finance, I provide a basic introduction to the efficient use of Claude, arguably the most popular AI tool, as well as to the use of the GLM large model alongside it.

Discussing some of my recent thoughts and ideas on connection between MCMC, volatility and strategic value of information in financial market microstructure.

Discussion about characteristics construction for asset pricing research.

Brief disucssion about implementing variational bayes dynamic variable selection (VBDVS) in hybrid R anc C++ codes.

This is a brief discussion corresponding the the application of ML in recovering annomaly importance.