probit

Code that might be useful to others for learning/demonstration purposes, specifically along the lines of modeling and various algorithms. **Superseded by the models-by-example repo**.

API wrapper for the probit exchange

R package with quasi-Monte Carlo methods to estimate mixed models commonly used for random effect structures from pedigrees.

Bayesian estimation of probit models

This is the accompanying code repository for the AISTATS 2022 publication p-Generalized Probit Regression and Scalable Maximum Likelihood Estimation via Sketching and Coresets by Alexander Munteanu, Simon Omlor and Christian Peters.

Spatial probit model of intra-household interactions (implemented in Stata)

Analysis of Ecotoxicology

API for interaction with ProBit Global crypto exchange (live link on private repo)

My PhD thesis: Regression modelling using priors depending on Fisher information covariance kernels (I-priors)

Ordered logit and probit models

HSE FES Econometrics-2 (advanced course) project

Binary and multinomial probit regression using I-priors

Nelson-Siegel yield curve decomposition + probit recession forecasting with real-time out-of-sample validation (zero look-ahead bias), Diebold-Mariano significance testing, and calibration analysis. Live Streamlit dashboard.

Étude de marché sur les personnes âgées qui souscrivent une assurance complémentaire aux États-Unis en réalisant des modèles probit et logit pour identifier les variables importantes.

Precio de viviendas de un sector usando logit y probit comparación

Análises quantitativas em Marketing pela estimação de modelos tobit, probit, lingering e current effects.

O que influenciou a probabilidade de sobrevivência do Titanic?

[This project was completed in June 2013] "And the Oscar goes to... Analysis of economic and non-economic factors affecting the probability of winning an Oscar" is a research paper that addresses the issue of factors affecting the likelihood of winning an Oscar.

Project for the Machine Learning 2021/22 class at the Faculty of Economic Sciences, University of Warsaw. I was responsible for the drug abuse prediction task for which I build logit, probit, KNN and SVM classification models.