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1. QMF QMF Public

   Companion code for the lecture notes Quantitative Methods in Finance by Eric Vansteenberghe, developed over more than ten years of teaching at Université Paris 1 Panthéon-Sorbonne (Master Finance, …

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2. pioneer-detection-method pioneer-detection-method Public

   Official Python implementation of the Pioneer Detection Method (PDM) — convergence-based expert aggregation and opinion pooling under structural change. Code for Vansteenberghe (2026), The Geneva P…

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3. normalized-uncertainty normalized-uncertainty Public

   Measures of uncertainty and directional risk built from survey density forecasts, and the code behind two working papers by Eric Vansteenberghe (Banque de France; Université Paris 1 Panthéon-Sorbon…

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4. barro1995-inflation-growth-replication barro1995-inflation-growth-replication Public

   Replication and extension of Barro (1995) “Inflation and Economic Growth”: Python code to construct Barro–Lee panels, merge with global macro data, estimate decade-level growth regressions, and ext…

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5. Monetary_Policy Monetary_Policy Public

   I replicate main academic research papers related to Monetary Policy

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6. option_implied_inflation_probability_density_functions option_implied_inflation_probability_density_functions Public

   Forked from nemkhenh/option_implied_inflation_probability_density_functions

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