ChadFulton / tsa-notebooks

Related projects: ⓘ

• thalesians / tsa
  The Thalesians' Time Series Analysis (TSA) library
  ☆126Updated 4 years ago
• FRBNY-TimeSeriesAnalysis / Nowcasting
  Nowcasting
  ☆204Updated 4 years ago
• QuantEcon / quantecon-notebooks-python
  A Repository of Notebooks for the Python Lecture Site
  ☆265Updated 3 years ago
• robjhyndman / tsfeatures
  Time series features
  ☆253Updated last month
• qrmtutorial / qrm
  qrm
  ☆225Updated last year
• bashtage / mfe-toolbox
  ☆100Updated 2 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆197Updated 2 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆114Updated 3 years ago
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆94Updated 3 months ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆201Updated last year
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆252Updated 2 weeks ago
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆54Updated 2 years ago
• nickpoison / tsa4
  R code for Time Series Analysis and Its Applications, Ed 4
  ☆155Updated 2 weeks ago
• PacktPublishing / Python-for-Finance-Second-Edition
  Python for Finance – Second Edition, published by Packt
  ☆259Updated 3 years ago
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆97Updated 3 years ago
• bashtage / linearmodels
  Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
  ☆930Updated 3 weeks ago
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆238Updated last month
• jstac / econometrics
  Code and notebooks for Econometric Theory
  ☆108Updated 8 years ago
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆42Updated 7 years ago
• QuantEcon / lecture-python.notebooks
  Notebooks for https://python.quantecon.org
  ☆234Updated last month
• Yoseph-Zuskin / midaspy
  Mixed Data Sampling (MIDAS) Modeling in Python
  ☆18Updated 4 years ago
• jstac / quantecon_nyu_2016
  Quantitative Economics
  ☆133Updated 8 years ago
• djbolder / credit-risk-modelling
  Credit-Risk Modelling Libraries
  ☆109Updated 6 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆140Updated 3 months ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆106Updated 3 years ago
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆23Updated 5 years ago
• QuantEcon / lecture-source-py
  Source files for "Lectures in Quantitative Economics" -- Python version
  ☆191Updated 4 years ago
• bashtage / statsmodels
  Statsmodels: statistical modeling and econometrics in Python
  ☆16Updated this week
• jpcolino / IPython_notebooks
  Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…
  ☆94Updated 3 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆90Updated last year