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.☆52Sep 20, 2023Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆40Dec 6, 2023Updated 2 years ago
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- 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
- Non-parametric method for estimating regime change in bivariate time series setting.☆14Apr 14, 2017Updated 9 years ago
- 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.
- Financial applications focusing on portfolio management for Python☆16Jan 16, 2023Updated 3 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years 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
- ☆84Aug 2, 2022Updated 4 years ago
- ☆14Apr 13, 2026Updated 4 months ago
- Object detection model using YOLOv8s pretrained model on custom football datasets to detect four classes: player, goalkeeper, refree and …☆14Sep 17, 2023Updated 2 years ago
- ☆15Jul 14, 2026Updated last month
- This is the repo accompanying the paper: "A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bit…☆12Jul 29, 2025Updated last year
- Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Market…☆23Jul 23, 2026Updated 3 weeks ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- detecting regime of financial market☆122Sep 30, 2022Updated 3 years ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- Non-convex optimization using proximal methods☆14Mar 22, 2018Updated 8 years ago
- ☆17Aug 30, 2024Updated last year
- Enhanced Portfolio Optimization (EPO)☆18Updated this week
- Framework for the advanced analysis, causal mapping, and predictive forecasting of financial cryptocurrency time series.☆11Jun 23, 2026Updated last month
- Overlapping-generations macroeconomic model for evaluating fiscal policy in the United States☆29Jul 27, 2026Updated 3 weeks ago
- The codebase contains the implementation for the paper "An asset subset-constrained minimax optimization framework for online portfolio s…☆10Dec 3, 2024Updated last year
- Python implementation for regime-dependent portfolio optimization☆17Oct 14, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Sentiment Analysis On Financial News Headlines With BERT & FinBERT☆12Feb 21, 2023Updated 3 years ago
- Various tools, scripts and research made for football players detection and extraction from one static video☆14Feb 27, 2021Updated 5 years ago
- ☆17May 31, 2024Updated 2 years ago
- Extract text and data from any document using Amazon Textract in Node.js☆17Apr 2, 2026Updated 4 months ago
- 在kaggle部署ChatGLM API，和ChatGPT api使用相同的调用方式☆14Jun 30, 2023Updated 3 years ago
- ☆18Jul 2, 2023Updated 3 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago
- This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.☆18Jun 10, 2025Updated last year
- phd qualifying exams for uw-madison statistics 2010-2018☆15Jul 24, 2019Updated 7 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- CRAN Task View: Empirical Finance☆15Jul 21, 2026Updated 3 weeks ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆33Aug 7, 2023Updated 3 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated 2 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆35Apr 25, 2019Updated 7 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
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Mar 23, 2020Updated 6 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆41Jun 15, 2026Updated 2 months ago