Code for "Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity"
☆13Jul 6, 2024Updated 2 years ago
Alternatives and similar repositories for m6_public
Users that are interested in m6_public are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- making printf work for you☆16Jun 12, 2026Updated last month
- MarSwitching.jl: Julia package for Markov switching dynamic models☆43Aug 1, 2024Updated last year
- ☆20Jan 18, 2023Updated 3 years ago
- Package to simulate SFC models in R☆15Jul 12, 2026Updated 2 weeks ago
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆137Oct 2, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- time series forecasting with deep learning☆28Jun 4, 2026Updated last month
- SportyPy: Probabilistic Modeling for Sports Analytics☆18Dec 15, 2025Updated 7 months ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆14Feb 20, 2023Updated 3 years ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆17Sep 1, 2022Updated 3 years ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆19Jul 10, 2026Updated 2 weeks ago
- ☆16Jan 8, 2023Updated 3 years ago
- M6-Forecasting competition☆43Jan 21, 2024Updated 2 years ago
- Toolbox for non-linear calibration modeling.☆32Jul 21, 2026Updated last week
- Tracking S&P 500 index with deep learning model☆14Jul 2, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆18Feb 1, 2023Updated 3 years ago
- A Beginner's Guide to State Space Modeling☆30Nov 25, 2025Updated 8 months ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- A package for generating synthetic data and fine-tuning a gliner model.☆14Jun 5, 2024Updated 2 years ago
- ☆12Feb 1, 2022Updated 4 years ago
- Python script to download all historical FX data from www.truefx.com☆10May 22, 2023Updated 3 years ago
- Prize-winning solution to the M6 Forecasting Competition☆23Jan 16, 2023Updated 3 years ago
- The weaving paper strips: shape optimization by geometric elasticity☆26Jun 22, 2026Updated last month
- Code to train Sentence BERT Japanese model for Hugging Face Model Hub☆11Aug 8, 2021Updated 4 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.
- Python module for registering and instantiating classes by name☆13Dec 11, 2019Updated 6 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆12Jan 12, 2026Updated 6 months ago
- GAUSS time series and panel unit root tests compiled by Saban Nazlioglu☆30Mar 10, 2026Updated 4 months ago
- ☆11May 26, 2022Updated 4 years ago
- Spring AI + Claude Sonnet 3.5☆11Aug 7, 2024Updated last year
- ☆13Nov 20, 2020Updated 5 years ago
- Application to automate trading on IG Trading platform #Auto Trading #ML #AI☆11May 12, 2019Updated 7 years ago
- Serving Uncertainty with Bayesian inference, using PyMC3 with Bodywork☆14Jun 21, 2022Updated 4 years ago
- A simple multicohort LTV calculator for subscriptions☆11Mar 7, 2023Updated 3 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.
- This repository contains important takeaways from the google data analytics professional certificate at Coursera☆29Dec 11, 2021Updated 4 years ago
- A webhook that integrates the W&B model registry with Modal Labs☆15Dec 24, 2023Updated 2 years ago
- ☆16Feb 25, 2020Updated 6 years ago
- Tool to support backtests☆53Updated this week
- An R package for modern methods for non-probability samples☆57Jun 23, 2026Updated last month
- A DBT example project demonstrating data modelling transformations for the standard-format Google Analytics 4 BigQuery Export☆35Feb 16, 2024Updated 2 years ago
- ☆12Oct 31, 2020Updated 5 years ago