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<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Haris Karagiannakis</title><link>https://ckarag.github.io/</link><atom:link href="https://ckarag.github.io/index.xml" rel="self" type="application/rss+xml"/><description>Haris Karagiannakis</description><generator>Wowchemy (https://wowchemy.com)</generator><language>en-us</language><lastBuildDate>Sat, 01 Jun 2030 13:00:00 +0000</lastBuildDate><image><url>https://ckarag.github.io/media/icon_hu994178d56f0916003447791abc6df026_39081_512x512_fill_lanczos_center_3.png</url><title>Haris Karagiannakis</title><link>https://ckarag.github.io/</link></image><item><title>Hugo Academic Theme</title><link>https://ckarag.github.io/home-unused/demo-hero/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/demo-hero/</guid><description><p><strong>Generated by Wowchemy - the FREE, Hugo-based open source website builder trusted by 500,000+ sites.</strong></p>
<p><strong>Easily build anything with blocks - no-code required!</strong></p>
<p>From landing pages, second brains, and courses to academic resumés, conferences, and tech blogs.</p>
<!--Custom spacing-->
<div class="mb-3"></div>
<!--GitHub Button JS-->
<script async defer src="https://buttons.github.io/buttons.js"></script></description></item><item><title>Academic Template</title><link>https://ckarag.github.io/home-unused/demo-links/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/demo-links/</guid><description><h2 id="-welcome-to-the-academic-template">👋 Welcome to the Academic Template</h2>
<p>The Wowchemy <strong>Academic Resumé Template</strong> for Hugo empowers you to create your job-winning online resumé and showcase your academic publications.</p>
<p><a href="https://academic-demo.netlify.app" target="_blank" rel="noopener">Check out the latest demo</a> of what you&rsquo;ll get in less than 10 minutes, or <a href="https://wowchemy.com/user-stories/" target="_blank" rel="noopener">view the showcase</a>.</p>
<p><a href="https://wowchemy.com" target="_blank" rel="noopener"><strong>Wowchemy</strong></a> makes it easy to create a beautiful website for free. Edit your site in Markdown, Jupyter, or RStudio (via Blogdown), generate it with Hugo, and deploy with GitHub or Netlify. Customize anything on your site with widgets, themes, and language packs.</p>
<ul>
<li>👉 <a href="https://wowchemy.com/docs/install/" target="_blank" rel="noopener"><strong>Get Started</strong></a></li>
<li>📚 <a href="https://wowchemy.com/docs/" target="_blank" rel="noopener">View the <strong>documentation</strong></a></li>
<li>💬 <a href="https://discord.gg/z8wNYzb" target="_blank" rel="noopener">Chat with the <strong>Wowchemy community</strong></a> or <a href="https://discourse.gohugo.io" target="_blank" rel="noopener"><strong>Hugo community</strong></a></li>
<li>🐦 Twitter: <a href="https://twitter.com/wowchemy" target="_blank" rel="noopener">@wowchemy</a> <a href="https://twitter.com/GeorgeCushen" target="_blank" rel="noopener">@GeorgeCushen</a> <a href="https://twitter.com/search?q=%23MadeWithWowchemy&amp;src=typed_query" target="_blank" rel="noopener">#MadeWithWowchemy</a></li>
<li>💡 <a href="https://github.com/wowchemy/wowchemy-hugo-themes/issues" target="_blank" rel="noopener">Request a <strong>feature</strong> or report a <strong>bug</strong> for <em>Wowchemy</em></a></li>
<li>⬆️ <strong>Updating Wowchemy?</strong> View the <a href="https://wowchemy.com/docs/update/" target="_blank" rel="noopener">Update Guide</a> and <a href="https://wowchemy.com/updates/" target="_blank" rel="noopener">Release Notes</a></li>
</ul>
<h2 id="crowd-funded-open-source-software">Crowd-funded open-source software</h2>
<p>To help us develop this template and software sustainably under the MIT license, we ask all individuals and businesses that use it to help support its ongoing maintenance and development via sponsorship.</p>
<h3 id="-click-here-to-unlock-rewards-with-sponsorshiphttpswowchemycomplans"><a href="https://wowchemy.com/plans/" target="_blank" rel="noopener">❤️ Click here to unlock rewards with sponsorship</a></h3>
<h2 id="youre-looking-at-a-wowchemy-_widget_">You&rsquo;re looking at a Wowchemy <em>widget</em></h2>
<div class="alert alert-note">
<div>
<p>This homepage section is an example of adding <a href="https://wowchemy.com/docs/content/writing-markdown-latex/" target="_blank" rel="noopener">elements</a> to the <a href="https://wowchemy.com/docs/widget/" target="_blank" rel="noopener"><em>Blank</em> widget</a>.</p>
<p>Backgrounds can be applied to any section. Here, the <em>background</em> option is set give a <em>color gradient</em>.</p>
<p><strong>To remove this section, delete <code>content/home/demo.md</code>.</strong></p>
</div>
</div>
<h2 id="get-inspired">Get inspired</h2>
<p><a href="https://github.com/wowchemy/starter-academic/tree/master/exampleSite" target="_blank" rel="noopener">Check out the Markdown files</a> which power the <a href="https://academic-demo.netlify.app" target="_blank" rel="noopener">Academic Demo</a>, or <a href="https://wowchemy.com/user-stories/" target="_blank" rel="noopener">view the showcase</a>.</p></description></item><item><title>Experience</title><link>https://ckarag.github.io/home-unused/experience/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/experience/</guid><description/></item><item><title>Accomplish&shy;ments</title><link>https://ckarag.github.io/home-unused/accomplishments/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/accomplishments/</guid><description/></item><item><title>Recent Posts</title><link>https://ckarag.github.io/home-unused/posts/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/posts/</guid><description/></item><item><title>Gallery</title><link>https://ckarag.github.io/home-unused/gallery/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/gallery/</guid><description>
<div class="gallery-grid">
<div class="gallery-item gallery-item--medium">
<a data-fancybox="gallery-demo" href="https://ckarag.github.io/media/albums/demo/chris-montgomery-smgTvepind4-unsplash.jpg" >
<img src="https://ckarag.github.io/media/albums/demo/chris-montgomery-smgTvepind4-unsplash_hu68f1f4ae312ace90ad56e06a7b965ca9_245831_750x750_fit_q75_h2_lanczos.webp" loading="lazy" alt="chris-montgomery-smgTvepind4-unsplash.jpg" width="750" height="563">
</a>
</div>
<div class="gallery-item gallery-item--full">
<a data-fancybox="gallery-demo" href="https://ckarag.github.io/media/albums/demo/dan-gold-4_jhDO54BYg-unsplash-f.jpg" >
<img src="https://ckarag.github.io/media/albums/demo/dan-gold-4_jhDO54BYg-unsplash-f_hubb57eb7d78eb9d6871b4f982a9cfe98b_447788_750x750_fit_q75_h2_lanczos.webp" loading="lazy" alt="dan-gold-4_jhDO54BYg-unsplash-f.jpg" width="750" height="500">
</a>
</div>
<div class="gallery-item gallery-item--medium">
<a data-fancybox="gallery-demo" href="https://ckarag.github.io/media/albums/demo/fotografierende-333oj7zFsdg-unsplash.jpg" >
<img src="https://ckarag.github.io/media/albums/demo/fotografierende-333oj7zFsdg-unsplash_hu596cc7cd654d6dbe93ef5a0a61cb3766_116195_750x750_fit_q75_h2_lanczos.webp" loading="lazy" alt="fotografierende-333oj7zFsdg-unsplash.jpg" width="750" height="500">
</a>
</div>
<div class="gallery-item gallery-item--medium">
<a data-fancybox="gallery-demo" href="https://ckarag.github.io/media/albums/demo/glenn-carstens-peters-npxXWgQ33ZQ-unsplash.jpg" >
<img src="https://ckarag.github.io/media/albums/demo/glenn-carstens-peters-npxXWgQ33ZQ-unsplash_hufe7234d721dea2d4376339533ed0a7b7_115372_750x750_fit_q75_h2_lanczos.webp" loading="lazy" alt="glenn-carstens-peters-npxXWgQ33ZQ-unsplash.jpg" width="750" height="499">
</a>
</div>
<div class="gallery-item gallery-item--medium">
<a data-fancybox="gallery-demo" href="https://ckarag.github.io/media/albums/demo/joseph-gonzalez-zcUgjyqEwe8-unsplash.jpg" >
<img src="https://ckarag.github.io/media/albums/demo/joseph-gonzalez-zcUgjyqEwe8-unsplash_hu0da53bf391414dd35b860edb2d47ae67_331376_750x750_fit_q75_h2_lanczos.webp" loading="lazy" alt="joseph-gonzalez-zcUgjyqEwe8-unsplash.jpg" width="580" height="750">
</a>
</div>
<div class="gallery-item gallery-item--large">
<a data-fancybox="gallery-demo" href="https://ckarag.github.io/media/albums/demo/matthew-osborn-wMRIcT86SWU-unsplash-l.jpg" >
<img src="https://ckarag.github.io/media/albums/demo/matthew-osborn-wMRIcT86SWU-unsplash-l_hu5617109cd94ff53d835059e892c0ab5d_398024_750x750_fit_q75_h2_lanczos.webp" loading="lazy" alt="matthew-osborn-wMRIcT86SWU-unsplash-l.jpg" width="750" height="500">
</a>
</div>
<div class="gallery-item gallery-item--medium">
<a data-fancybox="gallery-demo" href="https://ckarag.github.io/media/albums/demo/priscilla-du-preez-K8XYGbw4Ahg-unsplash.jpg" >
<img src="https://ckarag.github.io/media/albums/demo/priscilla-du-preez-K8XYGbw4Ahg-unsplash_huef8cdcc68a376950d1b1bcb089263869_96811_750x750_fit_q75_h2_lanczos.webp" loading="lazy" alt="priscilla-du-preez-K8XYGbw4Ahg-unsplash.jpg" width="750" height="500">
</a>
</div>
</div></description></item><item><title>Recent & Upcoming Talks</title><link>https://ckarag.github.io/home-unused/talks/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/talks/</guid><description/></item><item><title>Featured Publications</title><link>https://ckarag.github.io/home-unused/featured/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/featured/</guid><description/></item><item><title>Recent Publications</title><link>https://ckarag.github.io/home-unused/publications/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/publications/</guid><description><div class="alert alert-note">
<div>
Quickly discover relevant content by <a href="./publication/">filtering publications</a>.
</div>
</div></description></item><item><title>Popular Topics</title><link>https://ckarag.github.io/home-unused/tags/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/home-unused/tags/</guid><description/></item><item><title>Example Talk</title><link>https://ckarag.github.io/talk/example-talk/</link><pubDate>Sat, 01 Jun 2030 13:00:00 +0000</pubDate><guid>https://ckarag.github.io/talk/example-talk/</guid><description><div class="alert alert-note">
<div>
Click on the <strong>Slides</strong> button above to view the built-in slides feature.
</div>
</div>
<p>Slides can be added in a few ways:</p>
<ul>
<li><strong>Create</strong> slides using Wowchemy&rsquo;s <a href="https://wowchemy.com/docs/managing-content/#create-slides" target="_blank" rel="noopener"><em>Slides</em></a> feature and link using <code>slides</code> parameter in the front matter of the talk file</li>
<li><strong>Upload</strong> an existing slide deck to <code>static/</code> and link using <code>url_slides</code> parameter in the front matter of the talk file</li>
<li><strong>Embed</strong> your slides (e.g. Google Slides) or presentation video on this page using <a href="https://wowchemy.com/docs/writing-markdown-latex/" target="_blank" rel="noopener">shortcodes</a>.</li>
</ul>
<p>Further event details, including <a href="https://wowchemy.com/docs/writing-markdown-latex/" target="_blank" rel="noopener">page elements</a> such as image galleries, can be added to the body of this page.</p></description></item><item><title>Welcome to Wowchemy, the website builder for Hugo</title><link>https://ckarag.github.io/post/getting-started/</link><pubDate>Sun, 13 Dec 2020 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/post/getting-started/</guid><description><div class="highlight"><pre tabindex="0" class="chroma"><code class="language-python" data-lang="python"><span class="line"><span class="cl"><span class="kn">import</span> <span class="nn">libr</span>
</span></span><span class="line"><span class="cl"><span class="nb">print</span><span class="p">(</span><span class="s1">&#39;hello&#39;</span><span class="p">)</span>
</span></span></code></pre></div><h2 id="overview">Overview</h2>
<ol>
<li>The Wowchemy website builder for Hugo, along with its starter templates, is designed for professional creators, educators, and teams/organizations - although it can be used to create any kind of site</li>
<li>The template can be modified and customised to suit your needs. It&rsquo;s a good platform for anyone looking to take control of their data and online identity whilst having the convenience to start off with a <strong>no-code solution (write in Markdown and customize with YAML parameters)</strong> and having <strong>flexibility to later add even deeper personalization with HTML and CSS</strong></li>
<li>You can work with all your favourite tools and apps with hundreds of plugins and integrations to speed up your workflows, interact with your readers, and much more</li>
</ol>
<p><a href="https://wowchemy.com" target="_blank" rel="noopener">
<figure >
<div class="d-flex justify-content-center">
<div class="w-100" ><img src="https://raw.githubusercontent.com/wowchemy/wowchemy-hugo-modules/main/starters/academic/preview.png" alt="The template is mobile first with a responsive design to ensure that your site looks stunning on every device." loading="lazy" data-zoomable /></div>
</div></figure>
</a></p>
<h2 id="get-started">Get Started</h2>
<ul>
<li>👉 <a href="https://wowchemy.com/templates/" target="_blank" rel="noopener"><strong>Create a new site</strong></a></li>
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<h2 id="crowd-funded-open-source-software">Crowd-funded open-source software</h2>
<p>To help us develop this template and software sustainably under the MIT license, we ask all individuals and businesses that use it to help support its ongoing maintenance and development via sponsorship.</p>
<h3 id="-click-here-to-become-a-sponsor-and-help-support-wowchemys-future-httpswowchemycomsponsor"><a href="https://wowchemy.com/sponsor/" target="_blank" rel="noopener">❤️ Click here to become a sponsor and help support Wowchemy&rsquo;s future ❤️</a></h3>
<p>As a token of appreciation for sponsoring, you can <strong>unlock <a href="https://wowchemy.com/sponsor/" target="_blank" rel="noopener">these</a> awesome rewards and extra features 🦄✨</strong></p>
<h2 id="ecosystem">Ecosystem</h2>
<ul>
<li><strong><a href="https://github.com/wowchemy/hugo-academic-cli" target="_blank" rel="noopener">Hugo Academic CLI</a>:</strong> Automatically import publications from BibTeX</li>
</ul>
<h2 id="inspiration">Inspiration</h2>
<p><a href="https://academic-demo.netlify.com/" target="_blank" rel="noopener">Check out the latest <strong>demo</strong></a> of what you&rsquo;ll get in less than 10 minutes, or <a href="https://wowchemy.com/user-stories/" target="_blank" rel="noopener">view the <strong>showcase</strong></a> of personal, project, and business sites.</p>
<h2 id="features">Features</h2>
<ul>
<li><strong>Page builder</strong> - Create <em>anything</em> with <a href="https://wowchemy.com/docs/page-builder/" target="_blank" rel="noopener"><strong>widgets</strong></a> and <a href="https://wowchemy.com/docs/content/writing-markdown-latex/" target="_blank" rel="noopener"><strong>elements</strong></a></li>
<li><strong>Edit any type of content</strong> - Blog posts, publications, talks, slides, projects, and more!</li>
<li><strong>Create content</strong> in <a href="https://wowchemy.com/docs/content/writing-markdown-latex/" target="_blank" rel="noopener"><strong>Markdown</strong></a>, <a href="https://wowchemy.com/docs/import/jupyter/" target="_blank" rel="noopener"><strong>Jupyter</strong></a>, or <a href="https://wowchemy.com/docs/install-locally/" target="_blank" rel="noopener"><strong>RStudio</strong></a></li>
<li><strong>Plugin System</strong> - Fully customizable <a href="https://wowchemy.com/docs/customization/" target="_blank" rel="noopener"><strong>color</strong> and <strong>font themes</strong></a></li>
<li><strong>Display Code and Math</strong> - Code highlighting and <a href="https://en.wikibooks.org/wiki/LaTeX/Mathematics" target="_blank" rel="noopener">LaTeX math</a> supported</li>
<li><strong>Integrations</strong> - <a href="https://analytics.google.com" target="_blank" rel="noopener">Google Analytics</a>, <a href="https://disqus.com" target="_blank" rel="noopener">Disqus commenting</a>, Maps, Contact Forms, and more!</li>
<li><strong>Beautiful Site</strong> - Simple and refreshing one page design</li>
<li><strong>Industry-Leading SEO</strong> - Help get your website found on search engines and social media</li>
<li><strong>Media Galleries</strong> - Display your images and videos with captions in a customizable gallery</li>
<li><strong>Mobile Friendly</strong> - Look amazing on every screen with a mobile friendly version of your site</li>
<li><strong>Multi-language</strong> - 34+ language packs including English, 中文, and Português</li>
<li><strong>Multi-user</strong> - Each author gets their own profile page</li>
<li><strong>Privacy Pack</strong> - Assists with GDPR</li>
<li><strong>Stand Out</strong> - Bring your site to life with animation, parallax backgrounds, and scroll effects</li>
<li><strong>One-Click Deployment</strong> - No servers. No databases. Only files.</li>
</ul>
<h2 id="themes">Themes</h2>
<p>Wowchemy and its templates come with <strong>automatic day (light) and night (dark) mode</strong> built-in. Alternatively, visitors can choose their preferred mode - click the moon icon in the top right of the <a href="https://academic-demo.netlify.com/" target="_blank" rel="noopener">Demo</a> to see it in action! Day/night mode can also be disabled by the site admin in <code>params.toml</code>.</p>
<p><a href="https://wowchemy.com/docs/customization" target="_blank" rel="noopener">Choose a stunning <strong>theme</strong> and <strong>font</strong></a> for your site. Themes are fully customizable.</p>
<h2 id="license">License</h2>
<p>Copyright 2016-present <a href="https://georgecushen.com" target="_blank" rel="noopener">George Cushen</a>.</p>
<p>Released under the <a href="https://github.com/wowchemy/wowchemy-hugo-themes/blob/master/LICENSE.md" target="_blank" rel="noopener">MIT</a> license.</p></description></item><item><title>US Inflation Dynamics</title><link>https://ckarag.github.io/project/inflationdyn/</link><pubDate>Thu, 12 Mar 2020 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/project/inflationdyn/</guid><description><p>Visualizing the change in inflation dynamics as captured by LASSO using a large macro dataset (FRED-MD). Click
<a href="https://ckarag.github.io/MLinterpret_CPI.html" target="_blank">here</a>
to see an animated (gif) version of the word clouds.</p></description></item><item><title>Writing technical content in Markdown</title><link>https://ckarag.github.io/post/writing-technical-content/</link><pubDate>Fri, 12 Jul 2019 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/post/writing-technical-content/</guid><description><p>Wowchemy is designed to give technical content creators a seamless experience. You can focus on the content and Wowchemy handles the rest.</p>
<p><strong>Highlight your code snippets, take notes on math classes, and draw diagrams from textual representation.</strong></p>
<p>On this page, you&rsquo;ll find some examples of the types of technical content that can be rendered with Wowchemy.</p>
<h2 id="examples">Examples</h2>
<h3 id="code">Code</h3>
<p>Wowchemy supports a Markdown extension for highlighting code syntax. You can customize the styles under the <code>syntax_highlighter</code> option in your <code>config/_default/params.yaml</code> file.</p>
<pre><code>```python
import pandas as pd
data = pd.read_csv(&quot;data.csv&quot;)
data.head()
```
</code></pre>
<p>renders as</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-python" data-lang="python"><span class="line"><span class="cl"><span class="kn">import</span> <span class="nn">pandas</span> <span class="k">as</span> <span class="nn">pd</span>
</span></span><span class="line"><span class="cl"><span class="n">data</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">read_csv</span><span class="p">(</span><span class="s2">&#34;data.csv&#34;</span><span class="p">)</span>
</span></span><span class="line"><span class="cl"><span class="n">data</span><span class="o">.</span><span class="n">head</span><span class="p">()</span>
</span></span></code></pre></div><h3 id="mindmaps">Mindmaps</h3>
<p>Wowchemy supports a Markdown extension for mindmaps.</p>
<p>Simply insert a Markdown <code>markmap</code> code block and optionally set the height of the mindmap as shown in the example below.</p>
<p>A simple mindmap defined as a Markdown list:</p>
<div class="highlight">
<pre class="chroma">
<code>
```markmap {height="200px"}
- Hugo Modules
- wowchemy
- wowchemy-plugins-netlify
- wowchemy-plugins-netlify-cms
- wowchemy-plugins-reveal
```
</code>
</pre>
</div>
<p>renders as</p>
<div class="markmap" style="height: 200px;">
<pre>- Hugo Modules
- wowchemy
- wowchemy-plugins-netlify
- wowchemy-plugins-netlify-cms
- wowchemy-plugins-reveal</pre>
</div>
<p>A more advanced mindmap with formatting, code blocks, and math:</p>
<div class="highlight">
<pre class="chroma">
<code>
```markmap
- Mindmaps
- Links
- [Wowchemy Docs](https://wowchemy.com/docs/)
- [Discord Community](https://discord.gg/z8wNYzb)
- [GitHub](https://github.com/wowchemy/wowchemy-hugo-themes)
- Features
- Markdown formatting
- **inline** ~~text~~ *styles*
- multiline
text
- `inline code`
-
```js
console.log('hello');
console.log('code block');
```
- Math: $x = {-b \pm \sqrt{b^2-4ac} \over 2a}$
```
</code>
</pre>
</div>
<p>renders as</p>
<div class="markmap" style="height: 500px;">
<pre>- Mindmaps
- Links
- [Wowchemy Docs](https://wowchemy.com/docs/)
- [Discord Community](https://discord.gg/z8wNYzb)
- [GitHub](https://github.com/wowchemy/wowchemy-hugo-themes)
- Features
- Markdown formatting
- **inline** ~~text~~ *styles*
- multiline
text
- `inline code`
-
```js
console.log('hello');
console.log('code block');
```
- Math: $x = {-b \pm \sqrt{b^2-4ac} \over 2a}$</pre>
</div>
<h3 id="charts">Charts</h3>
<p>Wowchemy supports the popular <a href="https://plot.ly/" target="_blank" rel="noopener">Plotly</a> format for interactive charts.</p>
<p>Save your Plotly JSON in your page folder, for example <code>line-chart.json</code>, and then add the <code>{{&lt; chart data=&quot;line-chart&quot; &gt;}}</code> shortcode where you would like the chart to appear.</p>
<p>Demo:</p>
<div id="chart-598423617" class="chart"></div>
<script>
(function() {
let a = setInterval( function() {
if ( typeof window.Plotly === 'undefined' ) {
return;
}
clearInterval( a );
Plotly.d3.json("./line-chart.json", function(chart) {
Plotly.plot('chart-598423617', chart.data, chart.layout, {responsive: true});
});
}, 500 );
})();
</script>
<p>You might also find the <a href="http://plotly-json-editor.getforge.io/" target="_blank" rel="noopener">Plotly JSON Editor</a> useful.</p>
<h3 id="math">Math</h3>
<p>Wowchemy supports a Markdown extension for $\LaTeX$ math. You can enable this feature by toggling the <code>math</code> option in your <code>config/_default/params.yaml</code> file.</p>
<p>To render <em>inline</em> or <em>block</em> math, wrap your LaTeX math with <code>{{&lt; math &gt;}}$...${{&lt; /math &gt;}}</code> or <code>{{&lt; math &gt;}}$$...$${{&lt; /math &gt;}}</code>, respectively. (We wrap the LaTeX math in the Wowchemy <em>math</em> shortcode to prevent Hugo rendering our math as Markdown. The <em>math</em> shortcode is new in v5.5-dev.)</p>
<p>Example <strong>math block</strong>:</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-latex" data-lang="latex"><span class="line"><span class="cl"><span class="nb">{{</span>&lt; math &gt;<span class="nb">}}</span>
</span></span><span class="line"><span class="cl"><span class="sb">$$</span><span class="nb">
</span></span></span><span class="line"><span class="cl"><span class="nb"></span><span class="nv">\gamma</span><span class="nb">_{n} </span><span class="o">=</span><span class="nb"> </span><span class="nv">\frac</span><span class="nb">{ </span><span class="nv">\left</span><span class="nb"> | </span><span class="nv">\left</span><span class="nb"> </span><span class="o">(</span><span class="nv">\mathbf</span><span class="nb"> x_{n} </span><span class="o">-</span><span class="nb"> </span><span class="nv">\mathbf</span><span class="nb"> x_{n</span><span class="o">-</span><span class="m">1</span><span class="nb">} </span><span class="nv">\right</span><span class="nb"> </span><span class="o">)</span><span class="nb">^T </span><span class="nv">\left</span><span class="nb"> </span><span class="o">[</span><span class="nv">\nabla</span><span class="nb"> F </span><span class="o">(</span><span class="nv">\mathbf</span><span class="nb"> x_{n}</span><span class="o">)</span><span class="nb"> </span><span class="o">-</span><span class="nb"> </span><span class="nv">\nabla</span><span class="nb"> F </span><span class="o">(</span><span class="nv">\mathbf</span><span class="nb"> x_{n</span><span class="o">-</span><span class="m">1</span><span class="nb">}</span><span class="o">)</span><span class="nb"> </span><span class="nv">\right</span><span class="nb"> </span><span class="o">]</span><span class="nb"> </span><span class="nv">\right</span><span class="nb"> |}{</span><span class="nv">\left</span><span class="nb"> </span><span class="nv">\|\nabla</span><span class="nb"> F</span><span class="o">(</span><span class="nv">\mathbf</span><span class="nb">{x}_{n}</span><span class="o">)</span><span class="nb"> </span><span class="o">-</span><span class="nb"> </span><span class="nv">\nabla</span><span class="nb"> F</span><span class="o">(</span><span class="nv">\mathbf</span><span class="nb">{x}_{n</span><span class="o">-</span><span class="m">1</span><span class="nb">}</span><span class="o">)</span><span class="nb"> </span><span class="nv">\right</span><span class="nb"> </span><span class="nv">\|</span><span class="nb">^</span><span class="m">2</span><span class="nb">}
</span></span></span><span class="line"><span class="cl"><span class="nb"></span><span class="s">$$</span>
</span></span><span class="line"><span class="cl"><span class="nb">{{</span>&lt; /math &gt;<span class="nb">}}</span>
</span></span></code></pre></div><p>renders as</p>
$$\gamma_{n} = \frac{ \left | \left (\mathbf x_{n} - \mathbf x_{n-1} \right )^T \left [\nabla F (\mathbf x_{n}) - \nabla F (\mathbf x_{n-1}) \right ] \right |}{\left \|\nabla F(\mathbf{x}_{n}) - \nabla F(\mathbf{x}_{n-1}) \right \|^2}$$
<p>Example <strong>inline math</strong> <code>{{&lt; math &gt;}}$\nabla F(\mathbf{x}_{n})${{&lt; /math &gt;}}</code> renders as
$\nabla F(\mathbf{x}_{n})$.</p>
<p>Example <strong>multi-line math</strong> using the math linebreak (<code>\\</code>):</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-latex" data-lang="latex"><span class="line"><span class="cl"><span class="nb">{{</span>&lt; math &gt;<span class="nb">}}</span>
</span></span><span class="line"><span class="cl"><span class="sb">$$</span><span class="nb">f</span><span class="o">(</span><span class="nb">k;p_{</span><span class="m">0</span><span class="nb">}^{</span><span class="o">*</span><span class="nb">}</span><span class="o">)</span><span class="nb"> </span><span class="o">=</span><span class="nb"> </span><span class="nv">\begin</span><span class="nb">{cases}p_{</span><span class="m">0</span><span class="nb">}^{</span><span class="o">*</span><span class="nb">} &amp; </span><span class="nv">\text</span><span class="nb">{if }k</span><span class="o">=</span><span class="m">1</span><span class="nb">, </span><span class="nv">\\</span><span class="nb">
</span></span></span><span class="line"><span class="cl"><span class="nb"></span><span class="m">1</span><span class="o">-</span><span class="nb">p_{</span><span class="m">0</span><span class="nb">}^{</span><span class="o">*</span><span class="nb">} &amp; </span><span class="nv">\text</span><span class="nb">{if }k</span><span class="o">=</span><span class="m">0</span><span class="nb">.</span><span class="nv">\end</span><span class="nb">{cases}</span><span class="s">$$</span>
</span></span><span class="line"><span class="cl"><span class="nb">{{</span>&lt; /math &gt;<span class="nb">}}</span>
</span></span></code></pre></div><p>renders as</p>
$$
f(k;p_{0}^{*}) = \begin{cases}p_{0}^{*} & \text{if }k=1, \\
1-p_{0}^{*} & \text{if }k=0.\end{cases}
$$
<h3 id="diagrams">Diagrams</h3>
<p>Wowchemy supports a Markdown extension for diagrams. You can enable this feature by toggling the <code>diagram</code> option in your <code>config/_default/params.toml</code> file or by adding <code>diagram: true</code> to your page front matter.</p>
<p>An example <strong>flowchart</strong>:</p>
<pre><code>```mermaid
graph TD
A[Hard] --&gt;|Text| B(Round)
B --&gt; C{Decision}
C --&gt;|One| D[Result 1]
C --&gt;|Two| E[Result 2]
```
</code></pre>
<p>renders as</p>
<div class="mermaid">graph TD
A[Hard] -->|Text| B(Round)
B --> C{Decision}
C -->|One| D[Result 1]
C -->|Two| E[Result 2]
</div>
<p>An example <strong>sequence diagram</strong>:</p>
<pre><code>```mermaid
sequenceDiagram
Alice-&gt;&gt;John: Hello John, how are you?
loop Healthcheck
John-&gt;&gt;John: Fight against hypochondria
end
Note right of John: Rational thoughts!
John--&gt;&gt;Alice: Great!
John-&gt;&gt;Bob: How about you?
Bob--&gt;&gt;John: Jolly good!
```
</code></pre>
<p>renders as</p>
<div class="mermaid">sequenceDiagram
Alice->>John: Hello John, how are you?
loop Healthcheck
John->>John: Fight against hypochondria
end
Note right of John: Rational thoughts!
John-->>Alice: Great!
John->>Bob: How about you?
Bob-->>John: Jolly good!
</div>
<p>An example <strong>Gantt diagram</strong>:</p>
<pre><code>```mermaid
gantt
section Section
Completed :done, des1, 2014-01-06,2014-01-08
Active :active, des2, 2014-01-07, 3d
Parallel 1 : des3, after des1, 1d
Parallel 2 : des4, after des1, 1d
Parallel 3 : des5, after des3, 1d
Parallel 4 : des6, after des4, 1d
```
</code></pre>
<p>renders as</p>
<div class="mermaid">gantt
section Section
Completed :done, des1, 2014-01-06,2014-01-08
Active :active, des2, 2014-01-07, 3d
Parallel 1 : des3, after des1, 1d
Parallel 2 : des4, after des1, 1d
Parallel 3 : des5, after des3, 1d
Parallel 4 : des6, after des4, 1d
</div>
<p>An example <strong>class diagram</strong>:</p>
<pre><code>```mermaid
classDiagram
Class01 &lt;|-- AveryLongClass : Cool
Class03 *-- Class04
Class05 o-- Class06
Class07 .. Class08
Class09 --&gt; C2 : Where am i?
Class09 --* C3
Class09 --|&gt; Class07
Class07 : equals()
Class07 : Object[] elementData
Class01 : size()
Class01 : int chimp
Class01 : int gorilla
Class08 &lt;--&gt; C2: Cool label
```
</code></pre>
<p>renders as</p>
<div class="mermaid">classDiagram
Class01 <|-- AveryLongClass : Cool
Class03 *-- Class04
Class05 o-- Class06
Class07 .. Class08
Class09 --> C2 : Where am i?
Class09 --* C3
Class09 --|> Class07
Class07 : equals()
Class07 : Object[] elementData
Class01 : size()
Class01 : int chimp
Class01 : int gorilla
Class08 <--> C2: Cool label
</div>
<p>An example <strong>state diagram</strong>:</p>
<pre><code>```mermaid
stateDiagram
[*] --&gt; Still
Still --&gt; [*]
Still --&gt; Moving
Moving --&gt; Still
Moving --&gt; Crash
Crash --&gt; [*]
```
</code></pre>
<p>renders as</p>
<div class="mermaid">stateDiagram
[*] --> Still
Still --> [*]
Still --> Moving
Moving --> Still
Moving --> Crash
Crash --> [*]
</div>
<h3 id="todo-lists">Todo lists</h3>
<p>You can even write your todo lists in Markdown too:</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-markdown" data-lang="markdown"><span class="line"><span class="cl"><span class="k">- [x]</span> Write math example
</span></span><span class="line"><span class="cl"> <span class="k">- [x]</span> Write diagram example
</span></span><span class="line"><span class="cl"><span class="k">- [ ]</span> Do something else
</span></span></code></pre></div><p>renders as</p>
<ul>
<li><input checked="" disabled="" type="checkbox"> Write math example
<ul>
<li><input checked="" disabled="" type="checkbox"> Write diagram example</li>
</ul>
</li>
<li><input disabled="" type="checkbox"> Do something else</li>
</ul>
<h3 id="tables">Tables</h3>
<p>Save your spreadsheet as a CSV file in your page&rsquo;s folder and then render it by adding the <em>Table</em> shortcode to your page:</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-go" data-lang="go"><span class="line"><span class="cl"><span class="p">{{&lt;</span> <span class="nx">table</span> <span class="nx">path</span><span class="p">=</span><span class="s">&#34;results.csv&#34;</span> <span class="nx">header</span><span class="p">=</span><span class="s">&#34;true&#34;</span> <span class="nx">caption</span><span class="p">=</span><span class="s">&#34;Table 1: My results&#34;</span> <span class="p">&gt;}}</span>
</span></span></code></pre></div><p>renders as</p>
<table class="table">
<tr> <th>customer_id</th> <th>score</th> </tr>
<tr>
<td data-table-dtype="number">1</td>
<td data-table-dtype="number">0</td>
</tr>
<tr>
<td data-table-dtype="number">2</td>
<td data-table-dtype="text">0.5</td>
</tr>
<tr>
<td data-table-dtype="number">3</td>
<td data-table-dtype="number">1</td>
</tr>
<caption>Table 1: My results</caption>
</table>
<h3 id="callouts">Callouts</h3>
<p>Academic supports a <a href="https://wowchemy.com/docs/content/writing-markdown-latex/#callouts" target="_blank" rel="noopener">shortcode for callouts</a>, also referred to as <em>asides</em>, <em>hints</em>, or <em>alerts</em>. By wrapping a paragraph in <code>{{% callout note %}} ... {{% /callout %}}</code>, it will render as an aside.</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-markdown" data-lang="markdown"><span class="line"><span class="cl">{{% callout note %}}
</span></span><span class="line"><span class="cl">A Markdown aside is useful for displaying notices, hints, or definitions to your readers.
</span></span><span class="line"><span class="cl">{{% /callout %}}
</span></span></code></pre></div><p>renders as</p>
<div class="alert alert-note">
<div>
A Markdown aside is useful for displaying notices, hints, or definitions to your readers.
</div>
</div>
<h3 id="spoilers">Spoilers</h3>
<p>Add a spoiler to a page to reveal text, such as an answer to a question, after a button is clicked.</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-markdown" data-lang="markdown"><span class="line"><span class="cl">{{<span class="p">&lt;</span> <span class="nt">spoiler</span> <span class="na">text</span><span class="o">=</span><span class="s">&#34;Click to view the spoiler&#34;</span> <span class="p">&gt;</span>}}
</span></span><span class="line"><span class="cl">You found me!
</span></span><span class="line"><span class="cl">{{<span class="p">&lt;</span> <span class="p">/</span><span class="nt">spoiler</span> <span class="p">&gt;</span>}}
</span></span></code></pre></div><p>renders as</p>
<details class="spoiler " id="spoiler-6">
<summary>Click to view the spoiler</summary>
<p>You found me!</p>
</details>
<h3 id="icons">Icons</h3>
<p>Academic enables you to use a wide range of <a href="https://wowchemy.com/docs/getting-started/page-builder/#icons" target="_blank" rel="noopener">icons from <em>Font Awesome</em> and <em>Academicons</em></a> in addition to <a href="https://wowchemy.com/docs/content/writing-markdown-latex/#emojis" target="_blank" rel="noopener">emojis</a>.</p>
<p>Here are some examples using the <code>icon</code> shortcode to render icons:</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-markdown" data-lang="markdown"><span class="line"><span class="cl">{{<span class="p">&lt;</span> <span class="nt">icon</span> <span class="na">name</span><span class="o">=</span><span class="s">&#34;terminal&#34;</span> <span class="na">pack</span><span class="o">=</span><span class="s">&#34;fas&#34;</span> <span class="p">&gt;</span>}} Terminal
</span></span><span class="line"><span class="cl">{{<span class="p">&lt;</span> <span class="nt">icon</span> <span class="na">name</span><span class="o">=</span><span class="s">&#34;python&#34;</span> <span class="na">pack</span><span class="o">=</span><span class="s">&#34;fab&#34;</span> <span class="p">&gt;</span>}} Python
</span></span><span class="line"><span class="cl">{{<span class="p">&lt;</span> <span class="nt">icon</span> <span class="na">name</span><span class="o">=</span><span class="s">&#34;r-project&#34;</span> <span class="na">pack</span><span class="o">=</span><span class="s">&#34;fab&#34;</span> <span class="p">&gt;</span>}} R
</span></span></code></pre></div><p>renders as</p>
<p>
<i class="fas fa-terminal pr-1 fa-fw"></i> Terminal<br>
<i class="fab fa-python pr-1 fa-fw"></i> Python<br>
<i class="fab fa-r-project pr-1 fa-fw"></i> R</p>
<h3 id="did-you-find-this-page-helpful-consider-sharing-it-">Did you find this page helpful? Consider sharing it 🙌</h3></description></item><item><title>A Trade-signal Generator for Improving Portfolio Returns of Factor Strategies</title><link>https://ckarag.github.io/project/ann_bab/</link><pubDate>Wed, 10 Jul 2019 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/project/ann_bab/</guid><description><p>In this project I employed neural networks to explore whether I can increase the realized portfolio return obtained from the long-component of the academically motivated low-beta factor strategy in the US equities space. The network was set to forecast the next-day trade direction signal of several pre-selected stocks &ndash;the pool of low-beta stocks. The idea of employing an ANN signal generation model, was to add a second layer of improvement on the already over-performing stocks as implied by the market anomaly and the underlying factor strategy. The network successfully detects buy signals allowing to &ldquo;hand-pick&rdquo; several stocks from an already well-performing pool of stocks. My ANN-based investment strategy systematically achieves portfolio gains (as captured by increases in risk-adjusted returns) over the benchmarks. In particularly, over the period 2009-2017, my algorithmic strategy on average increases the Sharpe ratios by 65% and triples the FF5-alphas compared to the standard overperforming low-beta factor decile portfolios (P1-P3). My best performing ANN portfolio (comprised of the 330 lowest-beta US stocks, before &ldquo;hand-picked&rdquo; by the network) achieves a 126% increase, resulting a Sharpe ratio of 5, translating to a ratio of 7.7 relative to the Sharpe of the S&amp;P500 with dividends reinvested.</p></description></item><item><title>An example preprint / working paper</title><link>https://ckarag.github.io/publication/preprint/</link><pubDate>Sun, 07 Apr 2019 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/publication/preprint/</guid><description><div class="alert alert-note">
<div>
Create your slides in Markdown - click the <em>Slides</em> button to check out the example.
</div>
</div>
<p>Supplementary notes can be added here, including <a href="https://wowchemy.com/docs/writing-markdown-latex/" target="_blank" rel="noopener">code, math, and images</a>.</p></description></item><item><title>Display Jupyter Notebooks with Academic</title><link>https://ckarag.github.io/post/jupyter/</link><pubDate>Tue, 05 Feb 2019 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/post/jupyter/</guid><description><div class="highlight"><pre tabindex="0" class="chroma"><code class="language-python" data-lang="python"><span class="line"><span class="cl"><span class="kn">from</span> <span class="nn">IPython.core.display</span> <span class="kn">import</span> <span class="n">Image</span>
</span></span><span class="line"><span class="cl"><span class="n">Image</span><span class="p">(</span><span class="s1">&#39;https://www.python.org/static/community_logos/python-logo-master-v3-TM-flattened.png&#39;</span><span class="p">)</span>
</span></span></code></pre></div><p>
<figure >
<div class="d-flex justify-content-center">
<div class="w-100" ><img src="./index_1_0.png" alt="png" loading="lazy" data-zoomable /></div>
</div></figure>
</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-python" data-lang="python"><span class="line"><span class="cl"><span class="nb">print</span><span class="p">(</span><span class="s2">&#34;Welcome to Academic!&#34;</span><span class="p">)</span>
</span></span></code></pre></div><pre><code>Welcome to Academic!
</code></pre>
<h2 id="install-python-and-jupyterlab">Install Python and JupyterLab</h2>
<p><a href="https://www.anaconda.com/distribution/#download-section" target="_blank" rel="noopener">Install Anaconda</a> which includes Python 3 and JupyterLab.</p>
<p>Alternatively, install JupyterLab with <code>pip3 install jupyterlab</code>.</p>
<h2 id="create-or-upload-a-jupyter-notebook">Create or upload a Jupyter notebook</h2>
<p>Run the following commands in your Terminal, substituting <code>&lt;MY-WEBSITE-FOLDER&gt;</code> and <code>&lt;SHORT-POST-TITLE&gt;</code> with the file path to your Academic website folder and a short title for your blog post (use hyphens instead of spaces), respectively:</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-bash" data-lang="bash"><span class="line"><span class="cl">mkdir -p &lt;MY-WEBSITE-FOLDER&gt;/content/post/&lt;SHORT-POST-TITLE&gt;/
</span></span><span class="line"><span class="cl"><span class="nb">cd</span> &lt;MY-WEBSITE-FOLDER&gt;/content/post/&lt;SHORT-POST-TITLE&gt;/
</span></span><span class="line"><span class="cl">jupyter lab index.ipynb
</span></span></code></pre></div><p>The <code>jupyter</code> command above will launch the JupyterLab editor, allowing us to add Academic metadata and write the content.</p>
<h2 id="edit-your-post-metadata">Edit your post metadata</h2>
<p>The first cell of your Jupter notebook will contain your post metadata (<a href="https://sourcethemes.com/academic/docs/front-matter/" target="_blank" rel="noopener">front matter</a>).</p>
<p>In Jupter, choose <em>Markdown</em> as the type of the first cell and wrap your Academic metadata in three dashes, indicating that it is YAML front matter:</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-fallback" data-lang="fallback"><span class="line"><span class="cl">---
</span></span><span class="line"><span class="cl">title: My post&#39;s title
</span></span><span class="line"><span class="cl">date: 2019-09-01
</span></span><span class="line"><span class="cl">
</span></span><span class="line"><span class="cl"># Put any other Academic metadata here...
</span></span><span class="line"><span class="cl">---
</span></span></code></pre></div><p>Edit the metadata of your post, using the <a href="https://sourcethemes.com/academic/docs/managing-content" target="_blank" rel="noopener">documentation</a> as a guide to the available options.</p>
<p>To set a <a href="https://sourcethemes.com/academic/docs/managing-content/#featured-image" target="_blank" rel="noopener">featured image</a>, place an image named <code>featured</code> into your post&rsquo;s folder.</p>
<p>For other tips, such as using math, see the guide on <a href="https://wowchemy.com/docs/content/writing-markdown-latex/" target="_blank" rel="noopener">writing content with Academic</a>.</p>
<h2 id="convert-notebook-to-markdown">Convert notebook to Markdown</h2>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-bash" data-lang="bash"><span class="line"><span class="cl">jupyter nbconvert index.ipynb --to markdown --NbConvertApp.output_files_dir<span class="o">=</span>.
</span></span></code></pre></div><h2 id="example">Example</h2>
<p>This post was created with Jupyter. The orginal files can be found at <a href="https://github.com/gcushen/hugo-academic/tree/master/exampleSite/content/post/jupyter" target="_blank" rel="noopener">https://github.com/gcushen/hugo-academic/tree/master/exampleSite/content/post/jupyter</a></p></description></item><item><title>Slides</title><link>https://ckarag.github.io/slides/example/</link><pubDate>Tue, 05 Feb 2019 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/slides/example/</guid><description><h1 id="create-slides-in-markdown-with-wowchemy">Create slides in Markdown with Wowchemy</h1>
<p><a href="https://wowchemy.com/" target="_blank" rel="noopener">Wowchemy</a> | <a href="https://wowchemy.com/docs/content/slides/" target="_blank" rel="noopener">Documentation</a></p>
<hr>
<h2 id="features">Features</h2>
<ul>
<li>Efficiently write slides in Markdown</li>
<li>3-in-1: Create, Present, and Publish your slides</li>
<li>Supports speaker notes</li>
<li>Mobile friendly slides</li>
</ul>
<hr>
<h2 id="controls">Controls</h2>
<ul>
<li>Next: <code>Right Arrow</code> or <code>Space</code></li>
<li>Previous: <code>Left Arrow</code></li>
<li>Start: <code>Home</code></li>
<li>Finish: <code>End</code></li>
<li>Overview: <code>Esc</code></li>
<li>Speaker notes: <code>S</code></li>
<li>Fullscreen: <code>F</code></li>
<li>Zoom: <code>Alt + Click</code></li>
<li><a href="https://revealjs.com/pdf-export/" target="_blank" rel="noopener">PDF Export</a></li>
</ul>
<hr>
<h2 id="code-highlighting">Code Highlighting</h2>
<p>Inline code: <code>variable</code></p>
<p>Code block:</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-python" data-lang="python"><span class="line"><span class="cl"><span class="n">porridge</span> <span class="o">=</span> <span class="s2">&#34;blueberry&#34;</span>
</span></span><span class="line"><span class="cl"><span class="k">if</span> <span class="n">porridge</span> <span class="o">==</span> <span class="s2">&#34;blueberry&#34;</span><span class="p">:</span>
</span></span><span class="line"><span class="cl"> <span class="nb">print</span><span class="p">(</span><span class="s2">&#34;Eating...&#34;</span><span class="p">)</span>
</span></span></code></pre></div><hr>
<h2 id="math">Math</h2>
<p>In-line math: $x + y = z$</p>
<p>Block math:</p>
<p>$$
f\left( x \right) = ;\frac{{2\left( {x + 4} \right)\left( {x - 4} \right)}}{{\left( {x + 4} \right)\left( {x + 1} \right)}}
$$</p>
<hr>
<h2 id="fragments">Fragments</h2>
<p>Make content appear incrementally</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-fallback" data-lang="fallback"><span class="line"><span class="cl">{{% fragment %}} One {{% /fragment %}}
</span></span><span class="line"><span class="cl">{{% fragment %}} **Two** {{% /fragment %}}
</span></span><span class="line"><span class="cl">{{% fragment %}} Three {{% /fragment %}}
</span></span></code></pre></div><p>Press <code>Space</code> to play!</p>
<span class="fragment " >
One
</span>
<span class="fragment " >
<strong>Two</strong>
</span>
<span class="fragment " >
Three
</span>
<hr>
<p>A fragment can accept two optional parameters:</p>
<ul>
<li><code>class</code>: use a custom style (requires definition in custom CSS)</li>
<li><code>weight</code>: sets the order in which a fragment appears</li>
</ul>
<hr>
<h2 id="speaker-notes">Speaker Notes</h2>
<p>Add speaker notes to your presentation</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-markdown" data-lang="markdown"><span class="line"><span class="cl">{{% speaker_note %}}
</span></span><span class="line"><span class="cl">
</span></span><span class="line"><span class="cl"><span class="k">-</span> Only the speaker can read these notes
</span></span><span class="line"><span class="cl"><span class="k">-</span> Press <span class="sb">`S`</span> key to view
</span></span><span class="line"><span class="cl"> {{% /speaker_note %}}
</span></span></code></pre></div><p>Press the <code>S</code> key to view the speaker notes!</p>
<aside class="notes">
<ul>
<li>Only the speaker can read these notes</li>
<li>Press <code>S</code> key to view</li>
</ul>
</aside>
<hr>
<h2 id="themes">Themes</h2>
<ul>
<li>black: Black background, white text, blue links (default)</li>
<li>white: White background, black text, blue links</li>
<li>league: Gray background, white text, blue links</li>
<li>beige: Beige background, dark text, brown links</li>
<li>sky: Blue background, thin dark text, blue links</li>
</ul>
<hr>
<ul>
<li>night: Black background, thick white text, orange links</li>
<li>serif: Cappuccino background, gray text, brown links</li>
<li>simple: White background, black text, blue links</li>
<li>solarized: Cream-colored background, dark green text, blue links</li>
</ul>
<hr>
<section data-noprocess data-shortcode-slide
data-background-image="/media/boards.jpg"
>
<h2 id="custom-slide">Custom Slide</h2>
<p>Customize the slide style and background</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-markdown" data-lang="markdown"><span class="line"><span class="cl">{{<span class="p">&lt;</span> <span class="nt">slide</span> <span class="na">background-image</span><span class="o">=</span><span class="s">&#34;/media/boards.jpg&#34;</span> <span class="p">&gt;</span>}}
</span></span><span class="line"><span class="cl">{{<span class="p">&lt;</span> <span class="nt">slide</span> <span class="na">background-color</span><span class="o">=</span><span class="s">&#34;#0000FF&#34;</span> <span class="p">&gt;</span>}}
</span></span><span class="line"><span class="cl">{{<span class="p">&lt;</span> <span class="nt">slide</span> <span class="na">class</span><span class="o">=</span><span class="s">&#34;my-style&#34;</span> <span class="p">&gt;</span>}}
</span></span></code></pre></div><hr>
<h2 id="custom-css-example">Custom CSS Example</h2>
<p>Let&rsquo;s make headers navy colored.</p>
<p>Create <code>assets/css/reveal_custom.css</code> with:</p>
<div class="highlight"><pre tabindex="0" class="chroma"><code class="language-css" data-lang="css"><span class="line"><span class="cl"><span class="p">.</span><span class="nc">reveal</span> <span class="nt">section</span> <span class="nt">h1</span><span class="o">,</span>
</span></span><span class="line"><span class="cl"><span class="p">.</span><span class="nc">reveal</span> <span class="nt">section</span> <span class="nt">h2</span><span class="o">,</span>
</span></span><span class="line"><span class="cl"><span class="p">.</span><span class="nc">reveal</span> <span class="nt">section</span> <span class="nt">h3</span> <span class="p">{</span>
</span></span><span class="line"><span class="cl"> <span class="k">color</span><span class="p">:</span> <span class="kc">navy</span><span class="p">;</span>
</span></span><span class="line"><span class="cl"><span class="p">}</span>
</span></span></code></pre></div><hr>
<h1 id="questions">Questions?</h1>
<p><a href="https://discord.gg/z8wNYzb" target="_blank" rel="noopener">Ask</a></p>
<p><a href="https://wowchemy.com/docs/content/slides/" target="_blank" rel="noopener">Documentation</a></p></description></item><item><title>Productivity in Cyprus</title><link>https://ckarag.github.io/project/productivitycy/</link><pubDate>Sun, 09 Dec 2018 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/project/productivitycy/</guid><description/></item><item><title>An example journal article</title><link>https://ckarag.github.io/publication/journal-article/</link><pubDate>Tue, 01 Sep 2015 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/publication/journal-article/</guid><description><div class="alert alert-note">
<div>
Click the <em>Cite</em> button above to demo the feature to enable visitors to import publication metadata into their reference management software.
</div>
</div>
<div class="alert alert-note">
<div>
Create your slides in Markdown - click the <em>Slides</em> button to check out the example.
</div>
</div>
<p>Supplementary notes can be added here, including <a href="https://wowchemy.com/docs/writing-markdown-latex/" target="_blank" rel="noopener">code, math, and images</a>.</p></description></item><item><title>An example conference paper</title><link>https://ckarag.github.io/publication/conference-paper/</link><pubDate>Mon, 01 Jul 2013 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/publication/conference-paper/</guid><description><div class="alert alert-note">
<div>
Click the <em>Cite</em> button above to demo the feature to enable visitors to import publication metadata into their reference management software.
</div>
</div>
<div class="alert alert-note">
<div>
Create your slides in Markdown - click the <em>Slides</em> button to check out the example.
</div>
</div>
<p>Supplementary notes can be added here, including <a href="https://wowchemy.com/docs/writing-markdown-latex/" target="_blank" rel="noopener">code, math, and images</a>.</p></description></item><item><title/><link>https://ckarag.github.io/admin/config.yml</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/admin/config.yml</guid><description/></item><item><title>Codes</title><link>https://ckarag.github.io/codes/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/codes/</guid><description><h3 id="2024">2024</h3>
<ul>
<li>
<p><em>[MATLAB] DFGLS for MATLAB</em><br>
DF-GLS unit root test of Elliott, Rothenberg &amp; Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t) for selecting the lagged terms in the underlying ADF regression.<br>
<a href="https://mathworks.com/matlabcentral/fileexchange/170951-dfgls-for-matlab" target="_blank" rel="noopener">Download</a> - <a href="https://ckarag.github.io/uploads/tutorialdfgls.html" target="_blank" rel="noopener">tutorial</a></p>
</li>
<li>
<p><em>[MATLAB] The Real-Time Nowcasting Suite</em><br>
An extensive collection of uniformly designed MATLAB functions developed for pre-processing large sets of mixed-frequency data with missing observations at the bottom (ragged-edges) and tailored for forecasting economic indicators in real-time.<br>
<a href="https://ckarag.github.io/uploads/nowcastingsuite.html" target="_blank" rel="noopener">Description</a> - Download (available shortly) - <a href="https://ckarag.github.io/uploads/tutorialNowcastingSuite.html" target="_blank" rel="noopener">tutorial (under development)</a></p>
</li>
</ul>
<h3 id="2022">2022</h3>
<ul>
<li>
<p><em>[MATLAB] Interface to easily access FRED® data</em><br>
<a href="https://mathworks.com/matlabcentral/fileexchange/116955-interface-to-easily-access-fred-data/" target="_blank" rel="noopener">Download</a> - <a href="https://viewer.mathworks.com/?viewer=live_code&amp;url=https%3A%2F%2Fuk.mathworks.com%2Fmatlabcentral%2Fmlc-downloads%2Fdownloads%2Fdf12fc07-8f24-4a9e-9d34-ec3d4403d1ef%2F6a18f45c-03df-407d-bbdd-5eb897afed7c%2Ffiles%2FTutorial%2Ftutorial_fred_api.mlx&amp;embed=web" title="MATLAB page" target="_blank" rel="noopener">tutorial</a></p>
</li>
<li>
<p><em>[MATLAB] Collaborator to the MIDAS-ML (MIDAS Sparse-Group LASSO) Package by <a href="https://jstriaukas.github.io/" target="_blank" rel="noopener">Jonas Striaukas</a></em><br>
<a href="https://github.com/jstriaukas/midasml_mat" target="_blank" rel="noopener">Download</a></p>
</li>
</ul></description></item><item><title>M$ \alpha $cro Monitor</title><link>https://ckarag.github.io/rtmonitor/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/rtmonitor/</guid><description><p>The
$ \alpha $4casting real-time M$ \alpha $cro Monitor uses state-of-the-art datasets and statistical models developed exclusively for macroeconomic nowcasting, allowing to closely and accurately monitor economic activity in real-time. The predictive and pre-processing models used to produce our nowcasts and forecasts, follow research that has been published in top academic journals (JBES, Econometrica to name a few) following the scientific developments in predictive macro modelling of the last couple of years. The models are evaluated frequently against their competing alternatives to guarantee leading preformance among the industry.
The Macro Monitor avoids human judgment by operating entirely on a large pool of data released by official sources. Data are retreived from the U.S. Census Bureau, U.S. Bureau of Labor Statistics, and other sources. It is fully automated and the predictions are continuously updated in real-time as soon as new data releases become available, allowing to incorporate the latest market and economic developments, hence providing the most up-to-date views for the current and future states of the economies being monitored.</p>
<p><font size=”1”> <em>Disclaimer: The views expressed here are my own and do not reflect those of any institutions I am affiliated with. This work is currently under development. A significant update aimed at improving the accuracy of predictions will be released soon.</em> </font></p>
<h3 id="us">US</h3>
<p>The graphs below show the weekly evolution of the nowcasts for the respective period, as models are updated each Friday to reflect newly released information from the preceding week. The realized figures (labelled as ‘Actual’) reflect the revisions from the official source made at the 2 most recent releases (as indicated by the ‘as of’ date in the hover-over text). You can access the spreadsheets containing the latest nowcasts and forecasts as well as the full history of the projections <a href="https://ckarag.github.io/uploads/US_d0.xlsx" target="_blank" rel="noopener">here</a>. To reveal nowcasts from alternative sources, click on the corresponding names in the graph&rsquo;s legend.</p>
<iframe width="700" height="600" frameborder="0" scrolling="no" src="//plotly.com/~ckara/89.embed?show_link=false"></iframe>
<table class="table">
<tr> <th>Forecast Dates</th> <th>2024Q4</th> <th>2025Q1</th> <th>2025Q2</th> </tr>
<tr>
<td data-table-dtype="text">13/12/2024</td>
<td data-table-dtype="text">2.98</td>
<td data-table-dtype="text">2.44</td>
<td data-table-dtype="text">2.7</td>
</tr>
<tr>
<td data-table-dtype="text">20/12/2024</td>
<td data-table-dtype="text">3.52</td>
<td data-table-dtype="text">0.4</td>
<td data-table-dtype="text">2.71</td>
</tr>
<tr>
<td data-table-dtype="text">27/12/2024</td>
<td data-table-dtype="text">3.55</td>
<td data-table-dtype="text">2.95</td>
<td data-table-dtype="text">2.69</td>
</tr>
<tr>
<td data-table-dtype="text">03/01/2025</td>
<td data-table-dtype="text">3.69</td>
<td data-table-dtype="text">0.65</td>
<td data-table-dtype="text">2.69</td>
</tr>
<caption>US Real GDP growth</caption>
</table>
<iframe width="700" height="600" frameborder="0" scrolling="no" src="//plotly.com/~ckara/93.embed?show_link=false"></iframe>
<table class="table">
<tr> <th>Forecast Dates</th> <th>Dec-24</th> <th>Jan-25</th> <th>Feb-25</th> </tr>
<tr>
<td data-table-dtype="text">13/12/2024</td>
<td data-table-dtype="text">3.04</td>
<td data-table-dtype="text">3.02</td>
<td data-table-dtype="text">2.97</td>
</tr>
<tr>
<td data-table-dtype="text">20/12/2024</td>
<td data-table-dtype="text">3.03</td>
<td data-table-dtype="text">2.98</td>
<td data-table-dtype="text">2.92</td>
</tr>
<tr>
<td data-table-dtype="text">27/12/2024</td>
<td data-table-dtype="text">3.03</td>
<td data-table-dtype="number">3</td>
<td data-table-dtype="text">2.93</td>
</tr>
<tr>
<td data-table-dtype="text">03/01/2025</td>
<td data-table-dtype="text">3.07</td>
<td data-table-dtype="text">2.92</td>
<td data-table-dtype="text">2.73</td>
</tr>
<caption>US Headline CPI Inflation</caption>
</table>
<iframe width="700" height="600" frameborder="0" scrolling="no" src="//plotly.com/~ckara/95.embed?show_link=false"></iframe>
<table class="table">
<tr> <th>Forecast Dates</th> <th>Dec-24</th> <th>Jan-25</th> <th>Feb-25</th> </tr>
<tr>
<td data-table-dtype="text">13/12/2024</td>
<td data-table-dtype="text">2.9</td>
<td data-table-dtype="text">3.2</td>
<td data-table-dtype="number">3</td>
</tr>
<tr>
<td data-table-dtype="text">20/12/2024</td>
<td data-table-dtype="text">2.96</td>
<td data-table-dtype="text">3.15</td>
<td data-table-dtype="number">3</td>
</tr>
<tr>
<td data-table-dtype="text">27/12/2024</td>
<td data-table-dtype="text">2.93</td>
<td data-table-dtype="text">3.13</td>
<td data-table-dtype="number">3</td>
</tr>
<tr>
<td data-table-dtype="text">03/01/2025</td>
<td data-table-dtype="text">2.98</td>
<td data-table-dtype="text">2.49</td>
<td data-table-dtype="text">2.79</td>
</tr>
<caption>US Core CPI Inflation</caption>
</table>
<iframe width="700" height="600" frameborder="0" scrolling="no" src="//plotly.com/~ckara/97.embed?show_link=false"></iframe>
<table class="table">
<tr> <th>Forecast Dates</th> <th>Dec-24</th> <th>Jan-25</th> <th>Feb-25</th> </tr>
<tr>
<td data-table-dtype="text">13/12/2024</td>
<td data-table-dtype="text">-0.02</td>
<td data-table-dtype="text">-0.03</td>
<td data-table-dtype="text">0.03</td>
</tr>
<tr>
<td data-table-dtype="text">20/12/2024</td>
<td data-table-dtype="text">-0.01</td>
<td data-table-dtype="text">-0.02</td>
<td data-table-dtype="text">0.02</td>
</tr>
<tr>
<td data-table-dtype="text">27/12/2024</td>
<td data-table-dtype="text">-0.01</td>
<td data-table-dtype="text">-0.02</td>
<td data-table-dtype="text">0.01</td>
</tr>
<tr>
<td data-table-dtype="text">03/01/2025</td>
<td data-table-dtype="text">-0.01</td>
<td data-table-dtype="text">-0.01</td>
<td data-table-dtype="number">0</td>
</tr>
<caption>US Unemployment Rate Change</caption>
</table>
<iframe width="700" height="600" frameborder="0" scrolling="no" src="//plotly.com/~ckara/99.embed?show_link=false"></iframe>
<table class="table">
<tr> <th>Forecast Dates</th> <th>Dec-24</th> <th>Jan-25</th> <th>Feb-25</th> </tr>
<tr>
<td data-table-dtype="text">13/12/2024</td>
<td data-table-dtype="text">0.14</td>
<td data-table-dtype="text">0.13</td>
<td data-table-dtype="text">0.05</td>
</tr>
<tr>
<td data-table-dtype="text">20/12/2024</td>
<td data-table-dtype="text">0.11</td>
<td data-table-dtype="text">0.11</td>
<td data-table-dtype="text">0.07</td>
</tr>
<tr>
<td data-table-dtype="text">27/12/2024</td>
<td data-table-dtype="text">0.12</td>
<td data-table-dtype="text">0.11</td>
<td data-table-dtype="text">0.08</td>
</tr>
<tr>
<td data-table-dtype="text">03/01/2025</td>
<td data-table-dtype="text">0.11</td>
<td data-table-dtype="text">0.11</td>
<td data-table-dtype="text">0.11</td>
</tr>
<caption>US Payroll employment (nonfarm, SA)</caption>
</table>
<iframe width="700" height="600" frameborder="0" scrolling="no" src="//plotly.com/~ckara/101.embed?show_link=false"></iframe>
<table class="table">
<tr> <th>Forecast Dates</th> <th>Dec-24</th> <th>Jan-25</th> <th>Feb-25</th> </tr>
<tr>
<td data-table-dtype="text">13/12/2024</td>
<td data-table-dtype="text">9.47</td>
<td data-table-dtype="text">1.98</td>
<td data-table-dtype="text">2.26</td>
</tr>
<tr>
<td data-table-dtype="text">20/12/2024</td>
<td data-table-dtype="text">4.12</td>
<td data-table-dtype="text">2.23</td>
<td data-table-dtype="text">2.25</td>
</tr>
<tr>
<td data-table-dtype="text">27/12/2024</td>
<td data-table-dtype="text">3.7</td>
<td data-table-dtype="text">2.23</td>
<td data-table-dtype="text">2.25</td>
</tr>
<tr>
<td data-table-dtype="text">03/01/2025</td>
<td data-table-dtype="text">-0.84</td>
<td data-table-dtype="text">4.97</td>
<td data-table-dtype="text">3.22</td>
</tr>
<caption>US Industrial Production</caption>
</table>
<ul>
<li>Visualizing the determinants of nowcasts and how those have changed across time.</li>
</ul>
<iframe
src="https://ckarag.github.io/MLinterpret_CPI.gif"
width="800"
height="550"
style="border:none;">
</iframe></description></item><item><title>Macro Nowcasting</title><link>https://ckarag.github.io/sota/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/sota/</guid><description><h3 id="nowcasting-with-state-of-the-art-methodologies">Nowcasting with State-of-the-Art Methodologies</h3>
<p>The purpose of the nowcasts in this section is not to give a single number, rather it is to give an indication of how well the latest research published in top academic journals, and highly cited methodologies for nowcasting, perform on a real-time basis.</p>
<p>The 1st two plots contain nowcasts based on two state-of-the-art nowcasting methodologies. The two methodologies are the <em>Factor-augmented AR (FAR)</em> methodology of Stock-Watson (2002), and the <em>Sg-LASSO-MIDAS</em> by Babii et al. (2022). The nowcasts at the last plot are based on the tutorial material I am teaching for the MSc course titled ‘Intro to Big Data Analytics’ at KCL. In the two plots at the top, all the simplifications made in the course are dropped.</p>
<p>The dataset is made of 160 carefully selected mixed-frequency indicators, that are updated on a timely basis (i.e. every time the nowcasts are re-run). As such, the nowcasts reflect the information contained in the latest released economic and market data, as of the day of the estimation (which can be seen by hovering over the corresponding points in the plots). The mixed-frequency panel of predictors contains weekly, daily, and monthly indicators. The series that is nowcasted is the annualized MoM% headline CPI for the US (FRED mnemonic: <a href="https://fred.stlouisfed.org/series/CPIAUCSL" target="_blank" rel="noopener">CPIAUCSL</a>).</p>
<ul>
<li>
<p>SOTA Nowcasts</p>
</li>
<li>
<p>MSc Nowcasts</p>
</li>
</ul>
<iframe width="700" height="600" frameborder="0" scrolling="no" src="//plotly.com/~ckara/83.embed?show_link=false"></iframe>
<h2 id="references">References</h2>
<ul>
<li>Babii, A., Ghysels E., &amp; Striaukas, J. (2022). &ldquo;Machine learning time series regressions with an application to nowcasting.&rdquo; Journal of Business &amp; Economic Statistics, 40(3), 1094-1106.</li>
<li>Stock, J. H., &amp; Watson, M. W. (2002). &ldquo;Macroeconomic forecasting using diffusion indexes.&rdquo; Journal of Business &amp; Economic Statistics, 20(2), 147-162.</li>
</ul>
<iframe width="700" height="600" frameborder="0" scrolling="no" src="//plotly.com/~ckara/73.embed?show_link=false"></iframe></description></item><item><title>The Big Macro Nowcasting Ranking</title><link>https://ckarag.github.io/bmnr/</link><pubDate>Mon, 01 Jan 0001 00:00:00 +0000</pubDate><guid>https://ckarag.github.io/bmnr/</guid><description><p>The objective of this page is to maintain and populate the ranking below, with newly introduced statistical models in an effort to provide a continuously updated comprehensive comparison of methodologies for nowcasting and forecasting macroeconomic activity. The model comparison is based on a set of (pseudo) real-time vintages, formed using a rich standardized set of variables at mixed-frequencies.</p>
<p>The performance evaluation currently covers US real GDP growth rate (QoQ%), comparing <em>20 distinct methodologies</em> (including 14 Machine Learning algorithms, as well as standard econometric techniques and workhorse benchmarks), which are combined with <em>three data transformations</em> (D1,D2,D3) for taking into account the mixed-frequency dimension. This results into a ranking containing a total of <em>85 specifications</em>.</p>
<h2 id="dataset">Dataset</h2>
<p>The dataset consists of 87 quarterly, and 171 monthly (including 32 financial market) indicators. The indicators correspond to the series found in the FRED-MD and -QD datasets and were downloaded at their original (i.e. highest-available) sampling frequency, whenever possible. Publication release delays were inferred from the metadata in the FRED database (<a href="https://fred.stlouisfed.org" target="_blank" rel="noopener">https://fred.stlouisfed.org</a>) and then applied to each series to mimic the ragged-edge structure the forecaster would face in reality. The out-of-sample evaluation exercise uses end-of-month vintages at a monthly periodicity, assuming that economic activity is monitored in <em>real-time</em> by updating the projections at the end of every month.</p>
<p>A list of the indicators that compose the mixed-frequency dataset, can be accessed
<a href="https://ckarag.github.io/research/datasetMF.csv" target="_blank">here.</a>
&lsquo;SeriesID&rsquo; refers to the FRED mnemonic, while the release delay (&lsquo;RDelay&rsquo;) measures the approximate number of days it takes for the respective indicator to be released after the closing of the reference month or quarter. The monthly mixed-frequency vintages used in the POOS model evaluation can be downloaded <a href="https://drive.google.com/file/d/1HpshcZK7v35X5xJNlaQhsFGY9-zd5iDf/view?usp=share_link" target="_blank" rel="noopener">here</a>. The full set consists of 376 end-of-month vintages spanning the period 19900131-20210430, including monthly and quarterly unbalanced panels whose ragged edge has been imposed by applying the inferred publication delays.</p>
<h3 id="list-of-forecasting-models">List of forecasting models</h3>
<table class="table">
<tr> <th>Acronym</th> <th>Model Description</th> </tr>
<tr>
<td data-table-dtype="text">AR(P)</td>
<td data-table-dtype="text">Autoregressive iterated-specification</td>
</tr>
<tr>
<td data-table-dtype="text">RW</td>
<td data-table-dtype="text">Random walk</td>
</tr>
<tr>
<td data-table-dtype="text">ARDI(K,BIC)</td>
<td data-table-dtype="text">Autoregressive diffusion indices with K factors. Optimal lag-order via BIC</td>
</tr>
<tr>
<td data-table-dtype="text">T.ARDI(K,BIC)</td>
<td data-table-dtype="text">ARDI with target-factors. Hard-threshold set to |t-stat|&gt;1.96</td>
</tr>
<tr>
<td data-table-dtype="text">BVAR-Minn</td>
<td data-table-dtype="text">Homoscedastic large Bayesian VAR</td>
</tr>
<tr>
<td data-table-dtype="text">BVAR-CSV</td>
<td data-table-dtype="text">Large Bayesian VAR with heteroscedastic innovations</td>
</tr>
<tr>
<td data-table-dtype="text">BBoost</td>
<td data-table-dtype="text">L2 boosting with linear base learner, block-wise lag treatment</td>
</tr>
<tr>
<td data-table-dtype="text">CBoost</td>
<td data-table-dtype="text">L2 boosting with linear base learner, component-wise lag treatment</td>
</tr>
<tr>
<td data-table-dtype="text">CSR</td>
<td data-table-dtype="text">Complete Subset Regressions (20C4) with hard-thresholding preselection</td>
</tr>
<tr>
<td data-table-dtype="text">Bag</td>
<td data-table-dtype="text">Bagging dynamic linear regressions (with preselection)</td>
</tr>
<tr>
<td data-table-dtype="text">BTree</td>
<td data-table-dtype="text">Boosting regression trees</td>
</tr>
<tr>
<td data-table-dtype="text">RF</td>
<td data-table-dtype="text">Random forests</td>
</tr>
<tr>
<td data-table-dtype="text">SVR</td>
<td data-table-dtype="text">Support vector machine regression with Gaussian Kernel function</td>
</tr>
<tr>
<td data-table-dtype="text">Ridge</td>
<td data-table-dtype="text">Ridge regression</td>
</tr>
<tr>
<td data-table-dtype="text">LASSO</td>
<td data-table-dtype="text">Least absolute shrinkage and selection operator with BIC for lambda</td>
</tr>
<tr>
<td data-table-dtype="text">AdaLASSO</td>
<td data-table-dtype="text">Adaptive LASSO</td>
</tr>
<tr>
<td data-table-dtype="text">EN</td>
<td data-table-dtype="text">Elastic Net</td>
</tr>
<tr>
<td data-table-dtype="text">AdaEN</td>
<td data-table-dtype="text">Adaptive EN</td>
</tr>
<tr>
<td data-table-dtype="text">LSTM</td>
<td data-table-dtype="text">Long-short-term memory RNN with 3-hidden layers</td>
</tr>
<tr>
<td data-table-dtype="text">SgLASSO</td>
<td data-table-dtype="text">Sparse-group-LASSO-MIDAS with block-K-fold CV for lambda &amp; alpha</td>
</tr>
</table>
<h3 id="list-of-methods-for-treating-mixed-frequencies">List of methods for treating mixed-frequencies</h3>
<table class="table">
<tr> <th>Acronym</th> <th>Transformation Description</th> </tr>
<tr>
<td data-table-dtype="text">D1</td>
<td data-table-dtype="text">Down-sampling to Quarterly (Temporal aggregation with equal-weights)</td>
</tr>
<tr>
<td data-table-dtype="text">D2</td>
<td data-table-dtype="text">Unrestricted (MIDAS) Lag Polynomials</td>
</tr>
<tr>
<td data-table-dtype="text">D3</td>
<td data-table-dtype="text">Aggregation with Legendre Polynomials (3rd degree)</td>
</tr>
</table>
<h2 id="the-ranking-real-time-model-evaluation">The Ranking: Real-time model evaluation</h2>
<p>The table reports RMSE’s relative to the AR(1) benchmark for the n-quarters ahead prediction, with n=0 reflecting the nowcast. The models have been ranked wrt the last column which corresponds to the average relative RMSE over all 5 horizons. The real-time POOS evaluation is based on 219 monthly vintages over the period Jan-2003 to Mar-2021. D1 denotes single-frequency information set; D2 Unrestricted (U-MIDAS) lag polynomials; and D3 Legendre-aggregated mixed-frequency information set. The table ranks specifications coming from the different combinations of ML models with all the transformations D1, D2 and D3 plus their factor-only counterparts. Models with an acronym ending in ‘F’ contain only factors on the RHS.</p>
<table class="table">
<tr> <th>Models</th> <th>n=0</th> <th>n=1</th> <th>n=2</th> <th>n=3</th> <th>n=4</th> <th>avg</th> </tr>
<tr>
<td data-table-dtype="text">Bag-D3</td>
<td data-table-dtype="text">0.728</td>
<td data-table-dtype="text">0.932</td>
<td data-table-dtype="text">0.972</td>
<td data-table-dtype="text">0.998</td>
<td data-table-dtype="text">0.994</td>
<td data-table-dtype="text">0.925</td>
</tr>
<tr>
<td data-table-dtype="text">CSR-D2</td>
<td data-table-dtype="text">0.707</td>
<td data-table-dtype="text">0.938</td>
<td data-table-dtype="text">0.976</td>
<td data-table-dtype="number">1</td>
<td data-table-dtype="text">1.004</td>
<td data-table-dtype="text">0.925</td>
</tr>
<tr>
<td data-table-dtype="text">BBoost-D1F</td>
<td data-table-dtype="text">0.725</td>
<td data-table-dtype="text">0.925</td>
<td data-table-dtype="text">0.978</td>
<td data-table-dtype="text">1.006</td>
<td data-table-dtype="text">1.001</td>
<td data-table-dtype="text">0.927</td>
</tr>
<tr>
<td data-table-dtype="text">Bag-D2F</td>
<td data-table-dtype="text">0.772</td>
<td data-table-dtype="text">0.91</td>
<td data-table-dtype="text">0.967</td>
<td data-table-dtype="text">0.994</td>
<td data-table-dtype="text">0.999</td>
<td data-table-dtype="text">0.929</td>
</tr>