Lasso Quantile Regression
☆31Jan 12, 2020Updated 6 years ago
Alternatives and similar repositories for l1qr
Users that are interested in l1qr are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 3 years ago
- Deep Learning for Quantile Regression under Right Censoring☆30Nov 16, 2021Updated 4 years ago
- A regression solver for high dimensional penalized linear, quantile and logistic regression models'☆92May 6, 2026Updated 3 weeks ago
- Vector Quantile Regression☆19Apr 3, 2025Updated last year
- R Package. Bayesian and nonparametric quantile regression, using Gaussian Processes to model the trend, and Dirichlet Processes, for the …☆11Nov 22, 2019Updated 6 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.
- The lite version of the package pydlm. A lite yet powerful Bayesian dynamic modeling library☆12Jul 5, 2018Updated 7 years ago
- Convolution Smoothed Quantile Regression☆19Oct 9, 2024Updated last year
- Orthogonal Quantile Regression☆11Oct 21, 2021Updated 4 years ago
- Estimation of realized quantities☆17Aug 26, 2019Updated 6 years ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆13May 24, 2018Updated 8 years ago
- ☆22Aug 14, 2021Updated 4 years ago
- A LaTeX package to run source code and command-line executable☆14May 20, 2026Updated last week
- 研究生课程，包含讲义、数据、代码等学习资料☆14Dec 4, 2018Updated 7 years ago
- TENET: Tail-Event driven NETwork Risk☆49Oct 21, 2025Updated 7 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Stata module providing various Mata functions☆14Jan 11, 2026Updated 4 months ago
- Non-Linear Covariance Shrinkage☆16Jan 1, 2022Updated 4 years ago
- ☆12Dec 26, 2023Updated 2 years ago
- QRNN (Quantile Regression Neural Network) Keras version☆25Dec 10, 2020Updated 5 years ago
- Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.☆24Nov 14, 2020Updated 5 years ago
- Wasserstein regularization for sparse multi-task regression☆15Jul 26, 2020Updated 5 years ago
- Extreme Quantile Regression Neural Networks for Conditionnal Risk Assessment☆18Nov 21, 2025Updated 6 months ago
- Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.☆76Mar 5, 2020Updated 6 years ago
- Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"☆19Jun 14, 2018Updated 7 years 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.
- Stata client for DB.nomics, the world's economic database☆10Jun 30, 2020Updated 5 years ago
- channel pruning for accelerating very deep neural networks☆13Mar 8, 2021Updated 5 years ago
- A Chrome Extension downloader for Baidu search index.☆11Oct 5, 2022Updated 3 years ago
- Dynamic Factor Models for R☆45Apr 24, 2026Updated last month
- Python tutorial for the french motor third party liability 2 dataset☆11Nov 27, 2019Updated 6 years ago
- MDST Tutorial Series☆28Nov 27, 2018Updated 7 years ago
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 4 years ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆19May 20, 2024Updated 2 years ago
- Code for paper "Continuous and Distribution-free Probabilistic Wind Power Forecasting: A Conditional Normalizing Flow Approach" https:…☆23Feb 22, 2025Updated last year
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- a crawler for the BitcoinTalk online forum☆12Jan 23, 2023Updated 3 years ago
- PhD 403: Empirical Asset Pricing☆28Dec 3, 2018Updated 7 years ago
- DCC-GARCH(1,1) for multivariate normal distribution.☆61Sep 12, 2023Updated 2 years ago
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 7 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- R Code CoVaR with Copula☆76Sep 26, 2024Updated last year
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Jan 5, 2021Updated 5 years ago