AllonHammer / CPI_HRNN

Related projects: ⓘ

• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆32Updated 4 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 3 years ago
• yye9701 / KR_example
  ☆19Updated 2 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆35Updated 4 months ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆35Updated 10 months ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  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…
  ☆59Updated last month
• bank-of-england / InterpretableMLWorkflow
  ☆13Updated 3 months ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 2 years ago
• gregjasonroberts / FOMC_NLP_Sentiment_Analysis
  Using spaCy and NLTK along with a Bag of Words approach, this repo automates the process of combing through FOMC minutes transcripts to d…
  ☆11Updated 3 years ago
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆56Updated 4 months ago
• bank-of-england / Shapley_regressions
  Statistical inference on machine learning or general non-parametric models
  ☆42Updated 4 months ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆29Updated this week
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated last year
• mfrdixon / G-Learning-Wealth-Management
  ☆19Updated 2 years ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆21Updated 6 months ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆32Updated this week
• GiulioRossetti94 / PyBondLab
  ☆17Updated last month
• bdecon / econ_data
  Python 3 examples of using economic data APIs and working with economic microdata. Includes bd CPS.
  ☆70Updated 10 months ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆26Updated 3 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆27Updated last year
• andrequant / MPT_BlackLitterman
  Implementation of Modern Portfolio Theory and Black Litterman Model
  ☆19Updated 2 years ago
• as4456 / Leo_Krippner_SSR
  Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
  ☆14Updated 3 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆42Updated 3 weeks ago
• David-Woroniuk / FedTools
  An open source library for the extraction of Federal Reserve Data.
  ☆18Updated last year
• microprediction / m6entry
  ☆19Updated last year
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆16Updated 8 months ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆14Updated 8 months ago
• yukit-k / centralbank_analysis
  Analyze central bank announcements
  ☆65Updated last year
• jstriaukas / midasmlpy
  Python implementation of the midasml approach
  ☆19Updated last month
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆14Updated 4 months ago