FineFinance FinancialEngineerLab

## levmarq - Levenberg-Marquardt in plain C
This file (with a leading space) exists so that the gist has a sensible name, rather than "LICENSE."

## fm
# In my portfolio, I show how the popular Fama-MacBeth (1973) procedure is constructed in R.
# The procedure is used to estimate risk premia and determine the validity of asset pricing models.
# Google shows that the original paper has currently over 9000 citations (Mar 2015), making the methodology one of the most
# influential papers in asset pricing studies. It's used by thousands of finance students each year, but I'm unable to find a
# complete description of it from the web.
#
# While the methodology is not statistically too complex (although the different standard errors can get complex),
# it can pose some serious data management challenges to students and researchers.
#
# The goal of the methodology is to estimate risk premia in the financial markets. While newer, more sophisticated methods for

## levmarq - Levenberg-Marquardt in plain C
This file (with a leading space) exists so that the gist has a sensible name, rather than "LICENSE."
	# In my portfolio, I show how the popular Fama-MacBeth (1973) procedure is constructed in R.
	# The procedure is used to estimate risk premia and determine the validity of asset pricing models.
	# Google shows that the original paper has currently over 9000 citations (Mar 2015), making the methodology one of the most
	# influential papers in asset pricing studies. It's used by thousands of finance students each year, but I'm unable to find a
	# complete description of it from the web.
	#
	# While the methodology is not statistically too complex (although the different standard errors can get complex),
	# it can pose some serious data management challenges to students and researchers.
	#
	# The goal of the methodology is to estimate risk premia in the financial markets. While newer, more sophisticated methods for