Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

Crowd-sourced links for economists, esp. in financial economics with computational interests.

In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.

Wang Transform pricing model for prediction markets — risk premium decomposition across 291K contracts and 6 platforms

An econometrics study examining whether junk bonds face a discontinuity at the junk-investment threshold, and if they exhibit steeper yield penalties than investment-grade bonds. We use a U.S. corporate bond dataset (n=5000) sourced from a Bloomberg Terminal.

Replication code for "The Shape of Beta: Industry Factor Structure and Crisis Risk Premium" (Woo & Kim, 2026)

Machine learning and Financial Economics project predicting SPY ETF movement using sentiment from Trump tweets, major news outlets and technical financial indicators. We combine NLP-based features with market data to train classification models and evaluate out-of-sample strategy returns.

Code for my senior thesis: "The Effect of Payment for Order Flow on Order Routing to Market Centers"

End-to-End Python implementation of Markov-Switching VAR framework for detecting endogenous financial fragility. Replicates Delli Gatti et al.'s (2025) methodology using EM algorithm, Hamilton filtering, and HP spectral decomposition to empirically test Minsky's Financial Instability Hypothesis in macroeconomic data.

How primary dealers warehouse Treasury supply. 846-week panel from 5 federal APIs, Jordà local projections, maturity-bucket panel FE.

Who funds TGA rebuilds? Auction-schedule surprise identification of Treasury funding channels. MMFs + ON RRP.

Graduate course materials: Financial Economics (ECON8037) - Australian National University

Replication code for "The Dark Side of Connectivity: How Board Interlock Networks Are Associated with Accounting Risk Through Director Mobility" (Woo & Kim, 2026)

📊 Explore regime changes and real financial cycles through Minsky's hypothesis in a nonlinear framework, enhancing macroeconomic and financial analysis.