Code for various data snooping tests on financial time series.
☆22May 26, 2015Updated 11 years ago
Alternatives and similar repositories for Data-Snooping-Tests
Users that are interested in Data-Snooping-Tests are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 🏆 Purple 📈: Deutsche Bank trading anomaly detector @ the University of Warwick☆11Mar 13, 2017Updated 9 years ago
- ☆14Apr 1, 2019Updated 7 years ago
- The Thalesians' LaTeX library☆11Feb 12, 2024Updated 2 years ago
- ☆47May 5, 2016Updated 10 years ago
- ML Financial API☆22Dec 31, 2017Updated 8 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.
- slides for presentations I have given☆22Oct 18, 2019Updated 6 years ago
- various dotfiles☆25Feb 2, 2023Updated 3 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- Collection of Python3 modules for working with outranking graphs☆10Updated this week
- Quark, A Functional, Purely Homoiconic, Concatenative Language☆29Feb 12, 2016Updated 10 years ago
- forerunner of ydiff - a structural comparison tool for Python☆14Jul 6, 2013Updated 13 years ago
- MHTML Utils for working with Chrome/Chromium Blink saved webarchives (.mhtml)☆13Jul 11, 2022Updated 4 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Skillset Challenge for the Apprenticeship Program, June 2021.☆11Jan 8, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆33Jan 13, 2015Updated 11 years ago
- ☆11Sep 1, 2016Updated 9 years ago
- Empirical Finance Course (PhD, Julia code)☆40Nov 24, 2024Updated last year
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Oct 31, 2012Updated 13 years ago
- Simulation framework for Swarms related application☆11Dec 6, 2022Updated 3 years ago
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- the codes and some preliminary progress in the work of robust stochastic portfolio optimization☆11Oct 15, 2020Updated 5 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆13Apr 12, 2023Updated 3 years ago
- ☆10Dec 6, 2021Updated 4 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.
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 years ago
- A complete, production-quality Java parser for the SQL language.☆10Aug 25, 2014Updated 11 years ago
- Stata and R equivalencies for UW SOC505 and SOC506.☆10Oct 7, 2019Updated 6 years ago
- A python package for decision-making algorithms☆11Jul 8, 2025Updated last year
- Python Bloomberg API and Pandas Wrapper☆52Dec 30, 2019Updated 6 years ago
- Ethereum miner with CUDA and stratum support☆11Jul 13, 2017Updated 9 years ago
- ☆13Dec 24, 2017Updated 8 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 7 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Stock Price(Candlestick, Chart) Pattern Modeling(Detection)☆16Jun 18, 2026Updated last month
- High frequency AI based algorithmic trading module.☆73May 14, 2016Updated 10 years ago
- ⛔️ DEPRECATED/NO LONGER MAINTAINED ⛔️ Materials for the Big Data, Visualization, and Society course at MIT DUSP - Spring 2018☆11Apr 16, 2025Updated last year
- Python/Stata Package for Stochastic Dominance Test☆14Jan 26, 2026Updated 6 months ago
- Open NinjaTrader data files with Python☆13Apr 10, 2018Updated 8 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago