Projects in Awesome Lists tagged with research-replication
A curated list of projects in awesome lists tagged with research-replication .
https://github.com/chirindaopensource/measuring_corruption_from_text_data
End-to-End Python implementation of Muço’s (2025) corruption measurement framework. Combines NLP pipeline (regex extraction, Porter stemming, TF-IDF), PCA-based dimensionality reduction, and fixed-effects OLS to quantify institutional quality from Brazilian audit reports. Includes supervised learning robustness checks and LOO sensitivity analysis.
audit-analysis brazilian-data corruption-measurement dictionary-based-classification dimensionality-reduction econometrics fixed-effects government-transparency institutional-quality natural-language-processing nltk political-economy portuguese-nlp principal-component-analysis research-replication scikit-learn supervised-learning text-as-data text-classification text-mining
Last synced: 27 Apr 2026
https://github.com/chirindaopensource/strapsim_portfolio_similarity_metric
End-to-End Python implementation of STRAPSim: a novel portfolio similarity metric from Li et al. (2025). Combines Random Forest proximity learning with residual-aware bipartite matching to quantify economic substitutability between ETF baskets. Full replication pipeline included.
asset-management bipartite-matching corporate-bonds etf-analysis fixed-income jupyter-notebook machine-learning numba pandas portfolio-optimization portfolio-similarity proximity-matrix python quantitative-finance random-forest research-replication scikit-learn similarity-metrics statistical-analysis supervised-learning
Last synced: 28 Apr 2026
https://github.com/chirindaopensource/high_dimensional_matrix_variate_diffusion_index_models
End-to-end Python implementation of Ma et al.'s (2025) matrix-variate diffusion index models for macroeconomic forecasting. Features α-PCA factor extraction, supervised screening, and ILS estimation for high-dimensional forecasting with preserved structural information.
diffusion-index dimension-reduction econometrics factor-models financial-modeling high-dimensional-statistics macroeconomic-forecasting matrix-factorization monte-carlo-simulation numpy principal-component-analysis python quantitative-finance research-replication scientific-computing statistical-computing statistical-modeling supervised-learning time-series-analysis time-series-forecasting
Last synced: 29 Apr 2026
https://github.com/chirindaopensource/optimal_cash_transfers_microinsurance_reduce_social_protection_cost
End-to-End Python implementation of Azcue et al.'s (2025) stochastic optimal control framework for social protection policy design. Solves PDMP-based Hamilton-Jacobi-Bellman equations using analytical closed-form solutions and Monte Carlo simulation to minimize government intervention costs (through the user of cash transfers and microinsurance).
actuarial-science cash-transfers computational-economics development-economics dynamic-programming markov-processes mathematical-finance microinsurance monte-carlo-simulation numerical-optimization optimal-control poisson-process poverty-alleviation python research-replication risk-management scientific-computing scipy social-policy stochastic-control
Last synced: 05 May 2026