PhD Thesis: "Data Science in the Modeling and Forecasting of Financial Timeseries: from Classic methodologies to Deep Learning"
☆40Jul 1, 2021Updated 5 years ago
Alternatives and similar repositories for UnivariateTimeSeriesForecast
Users that are interested in UnivariateTimeSeriesForecast are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Time-Series Cross-Validation Module☆48Dec 12, 2021Updated 4 years ago
- Investment Research for Everyone☆16Mar 7, 2022Updated 4 years ago
- Sensor data of a renowned power plant has given by a reliable source to forecast some feature. Initially the work has done with KNIME sof…☆17Mar 25, 2023Updated 3 years ago
- ☆19Jan 2, 2024Updated 2 years ago
- 通过将对上市公司招股说明书情绪分析的结果与常用财务指标、企业科研指标等结合,综合使用多种分类模型:传统LR、随机森林、XGB、LGB集成学习模型对新上市公司破发情况进行学习和预测,筛选重要特征,并由此来得到一个新股破发分类器。☆14Aug 26, 2023Updated 2 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.
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 5 years ago
- Weight of Evidence,基于iv值最大思想求最优分箱☆15Oct 24, 2019Updated 6 years ago
- Winter Semester Object Orientated Programming Fundamentals Course☆11Dec 6, 2017Updated 8 years ago
- heterogenous autoregressive (HAR) models of Bollerslev et al. (2016) implemented in R to forecast the intraday measure of realized volati…☆19Jul 19, 2021Updated 5 years ago
- 拍拍贷的一个贷款预测比赛,里面用到了信用评分卡相关知识,比如WOE,IV值,卡方分箱,KS值等☆18Jun 3, 2018Updated 8 years ago
- Forecasting crude oil price based on only historical price data utilizing time-series forecasting and ensemble modeling.☆17May 1, 2023Updated 3 years ago
- dynamic copula dcc garch estimate bank systematic risk☆20Dec 29, 2021Updated 4 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Sep 11, 2020Updated 5 years ago
- Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Market…☆23Updated this week
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆65May 29, 2026Updated last month
- Group project for the WorldQuant University module, risk management.☆13Feb 3, 2019Updated 7 years ago
- Build tools for a drat☆17Jul 13, 2022Updated 4 years ago
- Pytorch Implementation of WSDM 2022 -- Graph Few-shot Class-incremental Learning☆24Apr 21, 2022Updated 4 years ago
- Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.☆24Nov 14, 2020Updated 5 years ago
- Shanghai Crude Oil Futures and Stock Market: Time-Varying Correlation and Risk Spillover Effects Study Research Based on the TVP-VAR-DY M…☆36Aug 15, 2024Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆27Feb 24, 2025Updated last year
- Stock markets are an essential component of the economy. Their prediction naturally arouses afascination in the academic and financial w…☆22Jun 12, 2021Updated 5 years ago
- Supporting material for https://arxiv.org/abs/1907.04769☆12Sep 20, 2021Updated 4 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.
- Predicting future temperature using univariate and multivariate features using techniques like Moving window average and LSTM(single and …☆65Jun 9, 2024Updated 2 years ago
- legacy code☆14Sep 27, 2021Updated 4 years ago
- 基于LDA主题模型的投资者情绪对股价影响研究☆27Jun 3, 2020Updated 6 years ago
- Docker High Performance, Second Edition, published by Packt☆13Jan 30, 2023Updated 3 years ago
- Alpha Streams Public SDK.☆12Mar 27, 2024Updated 2 years ago
- ☆10Apr 7, 2023Updated 3 years ago
- Financial Modelling and Computation☆11Nov 19, 2017Updated 8 years ago
- Getting Started with Ally Financial API☆17Apr 24, 2021Updated 5 years ago
- Blenderbot☆11Jan 30, 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.
- Streaming order book data using TD Ameritrade API☆12Mar 3, 2022Updated 4 years ago
- Awesome cheatsheets for Data Science☆12Sep 16, 2019Updated 6 years ago
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆10Apr 18, 2022Updated 4 years ago
- Equity Beta Calculation and CAPM☆13Mar 9, 2024Updated 2 years ago
- document☆13Sep 1, 2015Updated 10 years ago
- Some experiments on transformer models☆11Feb 9, 2024Updated 2 years ago
- Library to load docker CLI configs, auths, etc w/ minimal deps☆16Sep 25, 2024Updated last year