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  1. sparsepea sparsepea Public

    Sparse Grid Parameterized Expectations Algorithm for solving DSGE models

    Jupyter Notebook

  2. financial-economics-course financial-economics-course Public

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

  3. defi-liquidation-simulator defi-liquidation-simulator Public

    A theory-driven simulator that stress-tests DeFi lending protocols under collateral price shocks, combining agent-based cascade simulation with an equilibrium flash crash model

    Python