Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.
☆16Aug 24, 2023Updated 2 years ago
Alternatives and similar repositories for forecasting-economic-and-market-regimes
Users that are interested in forecasting-economic-and-market-regimes are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.☆50Sep 20, 2023Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆38Dec 6, 2023Updated 2 years ago
- ☆25Apr 28, 2026Updated last month
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- detecting regime of financial market☆118Sep 30, 2022Updated 3 years ago
- Financial applications focusing on portfolio management for Python☆16Jan 16, 2023Updated 3 years ago
- Non-parametric method for estimating regime change in bivariate time series setting.☆14Apr 14, 2017Updated 9 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Extract torrents upon completion☆13Dec 12, 2025Updated 6 months ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆15May 1, 2017Updated 9 years ago
- ☆14Apr 13, 2026Updated 2 months ago
- ☆15Aug 1, 2024Updated last year
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- FinanceDatabase☆34Feb 18, 2024Updated 2 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- AI assisted article writing project☆13Jan 31, 2025Updated last year
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 2024Updated 2 years ago
- Deep Dynamic Factor Models☆27May 21, 2026Updated 3 weeks ago
- Living of the Land of Free SaaS☆76Mar 22, 2026Updated 2 months ago
- This is the repo accompanying the paper: "A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bit…☆12Jul 29, 2025Updated 10 months ago
- Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Market…☆23Jan 15, 2025Updated last year
- Research repo for reinforcement learning–based deep hedging of SPX & SPY options☆20Dec 8, 2025Updated 6 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Computing with Eigenvalue Distributions of Large Random Matrices of the Covariance Type☆14Feb 16, 2018Updated 8 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated 2 years ago
- This is a macro database of 570.000+ data series containing International Data (150+ countries), Interest Rates, Inflation, Monetary Data…☆15Apr 11, 2022Updated 4 years ago
- ☆11Sep 5, 2024Updated last year
- RBC Model Jupyter Notebook☆10Feb 27, 2019Updated 7 years ago
- Python技术分析与量化交易学习笔记☆13May 9, 2020Updated 6 years ago
- Quantitative finance and derivative pricing☆44Jun 12, 2026Updated last week
- This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.☆18Jun 10, 2025Updated last year
- Robochem version 1.0☆18Jun 6, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Sentiment Analysis On Financial News Headlines With BERT & FinBERT☆12Feb 21, 2023Updated 3 years ago
- Deriving conversational insights from invoices with Amazon Textract, Amazon Comprehend, and Amazon Lex☆23Jun 20, 2022Updated 3 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆38Updated this week
- 第五届中科星图杯高分辨率可见光图像中建筑物普查与变化检测☆17Oct 27, 2021Updated 4 years ago
- Implementations for different SMS providers for EspoCRM. Can be used for 2-factor authentication or automatic SMS sending via Workflow an…☆20Oct 23, 2024Updated last year
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆35Apr 25, 2019Updated 7 years ago
- Non-convex optimization using proximal methods☆14Mar 22, 2018Updated 8 years ago