Pinned

1. get-article-file-name get-article-file-name Public

   Chrome extension to generate file name for academic articles from certain publishers.

   JavaScript 2

2. pyempfin pyempfin Public

   Helper functions for Empirical Finance.

   Python 1

3. filedep filedep Public

   filedep: A small python tool to check file dependency

   Python

4. Fast Split-Apply-Combine using Numba Fast Split-Apply-Combine using Numba

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   {

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    "cells": [

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     {

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      "cell_type": "markdown",

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      "metadata": {

5. Build QuantLib in Windows using Visu... Build QuantLib in Windows using Visual Studio 2019

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   # Build QuantLib on Visual Studio 2019

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   ## Introduction

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   There are excellent tutorials to [build QuantLib in Windows using Visual Studio 2017](https://benjaminwhiteside.com/2018/12/02/building-quantlib-in-vs2017/). However, in Visual Studio 2019, there are some updates that slightly changes the building process. I follow the procedure in the link above and explored how to adapt to the changes in Visual Studio 2019. The main issue is that Visual Studio 2019 no longer automatically add user property sheets to all projects. Hence, we have to create a property sheet manually and then add it to all projects.

6. Global Variable in Julia: How to avo... Global Variable in Julia: How to avoid using it?

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   # Global Variable in Julia: How to avoid using it?

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   Recently, I tried to rewrite a MATLAB program in Julia. The program solves a PDE derived from a continuous-time economic model. I got the same result as the MATLAB program, but it was much slower. Then, I reviewed the [Performance Tips](https://docs.julialang.org/en/v1/manual/performance-tips/) of Julia and realized that the problem lied in using global variables. Typically, there are a lot of parameters in an economic model and they are typically directly defined as global variables. Then, for convenience, I wrote several functions to calculate some formulae which use these parameters. Since those functions were frequently called in a long loop, the performance is low.

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   To guide future programming practice, here I experiment several ways to avoid this problem.