Tianhao Zhao

A PyTorch-based python module for defining, training, auto fine-tuning prediction and I/O of partially monotonic multi-layer perceptron (MLP) function approximator.

Math and programs to estimate empirical measures of downward nominal wage rigidity (DNWR)

Approximate OU process with Markov chain when time step is non-integer

This package provides a programmatic framework of various lifetime problems of infinite and finite horizon. It provides a unified and user friendly API for economists.

This package provides types and methods for modeling vector-valued Markov chains in discrete time. It is useful for dynamic macroeconomic models and generic stochastic analysis. Project link: github.com/Clpr/MultivariateMarkovChain.jl

This package provides object-oriented API to define, train, evaluate and adapt multi-linear Adaptive Sparse Grid (ASG) interpolations. Project link: github.com/Clpr/AdaptiveSG.jl