4Freye / panelsplit
A tool for performing cross-validation with panel data
☆11Updated 3 months ago
Related projects ⓘ
Alternatives and complementary repositories for panelsplit
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆31Updated 4 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 6 months ago
- LSTM neural networks for nowcasting economic data.☆59Updated 6 months ago
- Bayesian methods for time series analysis with code in Julia☆13Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated this week
- This program is used to parse and extract information from SC13D filings from SEC EDGAR database for the further study of trading activit…☆10Updated 5 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆26Updated 3 years ago
- Python programs for constructing various economic datasets☆51Updated 3 weeks ago
- Financial AI with Python☆27Updated 2 months ago
- ☆18Updated 2 years ago
- ☆14Updated 3 weeks ago
- ☆13Updated 4 months ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Updated last month
- Tutorials for the InvestOps Python package☆12Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆60Updated 3 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/.☆17Updated last year
- Statistical inference on machine learning or general non-parametric models☆43Updated 6 months ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆17Updated 3 weeks ago
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆47Updated 2 years ago
- Rethinking machine learning pipelines☆19Updated 3 months ago
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆21Updated 2 years ago
- Consolidated codes for articles published on Medium☆14Updated 3 years ago
- ☆19Updated last week
- Convert Jupyter Notebooks to identical Streamlit web apps. A future drop-in replacement to the Jupyter Book project.☆15Updated last month
- Demonstrations of how to use material in the Econ-ARK☆33Updated 2 weeks ago
- A Python library library to make it easier to retrieve and work with BEA data.☆24Updated 9 months ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆32Updated 3 weeks ago
- A modification of traditional random forest for time-series forecasting☆12Updated 6 months ago