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mursaleenshiraj's Projects

birthday-problem-2 icon birthday-problem-2

This is a demonstration of how simulations can solve an otherwise difficult to solve problem. I showed this to my class once to show them the power of simulation. I posted a procedural code earlier, and posting this as I find this a intuitive way to learn about OOP in Python.

birthday_probelm icon birthday_probelm

This is a sample code to calculate the probability of at least 2 people sharing the same birthday in a group. I wrote this code to demonstrate the power of simulations to a class I taught in Fall 2018. This is an interesting and intuitive way to show how results that require complicated or long calculations can be obtained through simulations.

hirano-imbens-2004 icon hirano-imbens-2004

This is a demonstration of how we can implement Hirano-Imbens (2004) model for estimating Average Dose Response Function under Normally distributed continuous treatment.

linear-regression-with-stochastic-gradient-descent icon linear-regression-with-stochastic-gradient-descent

This is an implementation of estimating linear regression parameters through stochastic gradient descent method. The code is to learn about this method. This is not the best way to estimate linear regression parameters for the data used in the example. As I said, the purpose of the code is to show what gradient descent does, in practice such code may not be used as there are existing packages that are far more efficient in optimizing these functions. Having said that, this is a nice exercise to lear about stochastic gradient descent and practice writing own codes..

logistic-regression-from-scratch icon logistic-regression-from-scratch

This is a demonstration of the logistic regression. In this code, I show how the likelihood of the logistic regression in constructed and use gradient descent to optimize the objective function. Final output is very close to the result from scikit learn package.

machine-learning-prediciting-energy-efficient-appliance-purchase icon machine-learning-prediciting-energy-efficient-appliance-purchase

The objective here is to predict the purchase of energy efficient home appliances using various methods like Neural Network, Logistic regression, SVM, Random Forest etc. and then compare the prediction performance in the test data. For estimation, the library sklearn has been used here. This is part of a class project for EconS 514 in Spring 2019 in collaboration with Afrin Islam, Josh Olsen and Jake Wagner.

monte-carlo-integration icon monte-carlo-integration

This is a sample code to show how Monte-Carlo integration work. The function used in this demonstration is from Cameron and Trivedi's Econometrics book. This is written as an OOP style.

regression-with-gradient-descent icon regression-with-gradient-descent

This is a demonstration of linear regression with gradient descent. In addition to gradient descent, some other methods of estimating the parameters of a linear regression is also shown.

vector-auto-regression icon vector-auto-regression

This code is a demonstration of how to implement a VAR model. I estimate the VAR coefficients and then compare those with the results from a statsmodels package. The results are identical. This is a nice way to understand the steps behind estimating a VAR. This would also help to connect the concepts VAR and SUR.

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