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  • Chicago, IL

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  1. cross-sectional-spend-heterogeneity cross-sectional-spend-heterogeneity Public

    Technical report and implementation comparing three specifications of latent heterogeneity in customer transaction value models: gamma-gamma with rate heterogeneity (Fader et al. 2005), a proposed …

    Python 1

  2. SLIR SLIR Public

    A Compartment Model of Human Mobility and Early Covid-19 Dynamics in NYC

    R 1

  3. HMM-portfolio HMM-portfolio Public

    A Bayesian hidden Markov model for portfolio allocation

    C++ 1