├── HW ├── HW1 │ ├── ZhenfengLiangMTH9879HW1.ipynb │ └── ziSetup.R ├── HW10 │ └── 9879HW10_Liang_Zhenfeng.ipynb ├── HW2 │ ├── 9879HW02_Spring2015.zip │ ├── ZhenfengLiangHW02.ipynb │ └── ziSetup.R ├── HW3 │ └── 9879HW03_Liang_Zhenfeng.ipynb ├── HW4 │ └── 9879HW04_Liang_Zhenfeng.ipynb ├── HW5 │ └── 9879HW05_Liang_Zhenfeng.ipynb ├── HW6 │ ├── 9879HW06_Liang_Zhenfeng.ipynb │ └── RvEstimators.R ├── HW7 │ └── 9879HW07_Liang_Zhenfeng.ipynb ├── HW8 │ └── 9879HW08_Liang_Zhenfeng.ipynb └── HW9 │ └── 9879HW09_Liang_Zhenfeng.ipynb ├── Note ├── Lec1 │ └── 9879Lec1.ipynb ├── Lec10 │ └── 9879Lec10.ipynb ├── Lec11 │ └── 9879Lec11.ipynb ├── Lec2 │ ├── 9879Lec2.ipynb │ └── Parlour.nb.pdf ├── Lec3 │ ├── 9879Lec3.ipynb │ └── NoteOnHJBEquation.pdf ├── Lec4 │ └── 9879Lec4.ipynb ├── Lec5 │ ├── .ipynb_checkpoints │ │ └── 9879Lec5-checkpoint.ipynb │ └── 9879Lec5.ipynb ├── Lec6 │ ├── 9879Lec6.ipynb │ └── RvEstimators.R ├── Lec7 │ └── 9879Lec7.ipynb ├── Lec8 │ └── 9879Lec8.ipynb └── Lec9 │ └── 9879Lec9.ipynb └── README.md /HW/HW1/ZhenfengLiangMTH9879HW1.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW1/ZhenfengLiangMTH9879HW1.ipynb -------------------------------------------------------------------------------- /HW/HW1/ziSetup.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW1/ziSetup.R -------------------------------------------------------------------------------- /HW/HW10/9879HW10_Liang_Zhenfeng.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW10/9879HW10_Liang_Zhenfeng.ipynb -------------------------------------------------------------------------------- /HW/HW2/9879HW02_Spring2015.zip: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW2/9879HW02_Spring2015.zip -------------------------------------------------------------------------------- /HW/HW2/ZhenfengLiangHW02.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW2/ZhenfengLiangHW02.ipynb -------------------------------------------------------------------------------- /HW/HW2/ziSetup.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW2/ziSetup.R -------------------------------------------------------------------------------- /HW/HW3/9879HW03_Liang_Zhenfeng.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW3/9879HW03_Liang_Zhenfeng.ipynb -------------------------------------------------------------------------------- /HW/HW4/9879HW04_Liang_Zhenfeng.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW4/9879HW04_Liang_Zhenfeng.ipynb -------------------------------------------------------------------------------- /HW/HW5/9879HW05_Liang_Zhenfeng.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW5/9879HW05_Liang_Zhenfeng.ipynb -------------------------------------------------------------------------------- /HW/HW6/9879HW06_Liang_Zhenfeng.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW6/9879HW06_Liang_Zhenfeng.ipynb -------------------------------------------------------------------------------- /HW/HW6/RvEstimators.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW6/RvEstimators.R -------------------------------------------------------------------------------- /HW/HW7/9879HW07_Liang_Zhenfeng.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW7/9879HW07_Liang_Zhenfeng.ipynb -------------------------------------------------------------------------------- /HW/HW8/9879HW08_Liang_Zhenfeng.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW8/9879HW08_Liang_Zhenfeng.ipynb -------------------------------------------------------------------------------- /HW/HW9/9879HW09_Liang_Zhenfeng.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/HW/HW9/9879HW09_Liang_Zhenfeng.ipynb -------------------------------------------------------------------------------- /Note/Lec1/9879Lec1.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec1/9879Lec1.ipynb -------------------------------------------------------------------------------- /Note/Lec10/9879Lec10.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec10/9879Lec10.ipynb -------------------------------------------------------------------------------- /Note/Lec11/9879Lec11.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec11/9879Lec11.ipynb -------------------------------------------------------------------------------- /Note/Lec2/9879Lec2.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec2/9879Lec2.ipynb -------------------------------------------------------------------------------- /Note/Lec2/Parlour.nb.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec2/Parlour.nb.pdf -------------------------------------------------------------------------------- /Note/Lec3/9879Lec3.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec3/9879Lec3.ipynb -------------------------------------------------------------------------------- /Note/Lec3/NoteOnHJBEquation.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec3/NoteOnHJBEquation.pdf -------------------------------------------------------------------------------- /Note/Lec4/9879Lec4.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec4/9879Lec4.ipynb -------------------------------------------------------------------------------- /Note/Lec5/.ipynb_checkpoints/9879Lec5-checkpoint.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec5/.ipynb_checkpoints/9879Lec5-checkpoint.ipynb -------------------------------------------------------------------------------- /Note/Lec5/9879Lec5.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec5/9879Lec5.ipynb -------------------------------------------------------------------------------- /Note/Lec6/9879Lec6.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec6/9879Lec6.ipynb -------------------------------------------------------------------------------- /Note/Lec6/RvEstimators.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec6/RvEstimators.R -------------------------------------------------------------------------------- /Note/Lec7/9879Lec7.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec7/9879Lec7.ipynb -------------------------------------------------------------------------------- /Note/Lec8/9879Lec8.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec8/9879Lec8.ipynb -------------------------------------------------------------------------------- /Note/Lec9/9879Lec9.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Zhenfeng-Liang/Market_MicroStructure_Models/HEAD/Note/Lec9/9879Lec9.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Market_MicroStructure_Models 2 | --------------------------------------------------------------------------------