AllonHammer / CPI_HRNN
Forecasting CPI Inflation with Hierarchical Recurrent Neural Networks
☆27Updated last year
Alternatives and similar repositories for CPI_HRNN:
Users that are interested in CPI_HRNN are comparing it to the libraries listed below
- ☆22Updated 3 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆35Updated 5 years ago
- ☆25Updated 2 months ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- LSTM neural networks for nowcasting economic data.☆64Updated 11 months ago
- ☆34Updated 2 months ago
- ☆16Updated 10 months ago
- An open source library for the extraction of Federal Reserve Data.☆21Updated last year
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 2 years ago
- Analyze central bank announcements☆69Updated last year
- Replication of https://ssrn.com/abstract=3984925☆34Updated last year
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆22Updated 2 years ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 2 years ago
- Bayesian Vector Autoregression in Python☆27Updated 5 years ago
- DCC-GARCH(1,1) for multivariate normal distribution.☆60Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Python implementation of the midasml approach☆23Updated 6 months ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- Code that I show on my YouTube Channel☆98Updated 2 years ago
- Python modules for time-series analysis and empirical asset pricing.☆17Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆50Updated 6 months ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Multivariate GARCH modelling in Python☆16Updated 5 months ago
- Forecasting Inflation in a data-rich environment: the benefits of machine learning methods☆10Updated 6 years ago
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆55Updated 4 months ago
- Covariance Matrix Estimation via Factor Models☆33Updated 6 years ago
- This repository hosts the source code for the website tidy-finance.org☆95Updated this week
- Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)☆61Updated 3 years ago
- Replication of momentum strategy☆18Updated 2 years ago