Composite Indicators Framework for Business Cycle Analysis
☆66Jun 18, 2022Updated 4 years ago
Alternatives and similar repositories for CIF
Users that are interested in CIF are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 「Pythonで学ぶマクロ経済学 (中級+レベル)」で使うモジュール☆12Dec 5, 2025Updated 9 months ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Jun 11, 2018Updated 8 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 7 years ago
- September 2019, no recession predicted - Uses Machine Learning to detect whether the United States is entering a recession☆23Sep 25, 2019Updated 6 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.
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- ☆13Apr 16, 2021Updated 5 years ago
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization☆14May 13, 2024Updated 2 years ago
- Python Nowcasting☆135Jul 25, 2026Updated last month
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 7 years ago
- 大类资产配置☆12Jun 3, 2021Updated 5 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated last year
- Algo Trade Multicharts Repo☆11Aug 23, 2020Updated 6 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Volatility trading☆21Apr 18, 2026Updated 5 months ago
- This project's aim is to 1) build macro (inflation, interest rates) factor mimicking portfolios (FMPs), 2) compare the performance of dif…☆18Jan 27, 2026Updated 7 months ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Developing a trend following model using futures☆39Sep 17, 2023Updated 3 years ago
- Nowcasting macroeconomic indicators using Google Trends☆10Jun 23, 2022Updated 4 years ago
- ☆17Jun 3, 2024Updated 2 years ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- Heuristics for cardinality constrained portfolio optimisation☆12Nov 3, 2018Updated 7 years ago
- Financial Machine Learning Repository☆12Apr 25, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Financial applications focusing on portfolio management for Python☆16Jan 16, 2023Updated 3 years ago
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 6 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- Pythonで学ぶマクロ経済学(Python for Intermediate+ Macroeconomics)☆15Feb 11, 2026Updated 7 months ago
- RESTful API for trading stocks (single or pairs), deployed on Heroku☆14Nov 7, 2023Updated 2 years ago
- Inference in SVMA models identified by external instruments/proxies☆20Dec 21, 2022Updated 3 years ago
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 7 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.
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 4 years ago
- Step by Step Reinforcement Learning Tutorials.☆11Nov 19, 2022Updated 3 years ago
- Extensive Data Manipulation Exercise using Pandas for Introduction to Data Science in Python by University of Michigan (hosted by Courser…☆12Jul 3, 2023Updated 3 years ago
- Code release to our paper on an agent-based model of the Ramsey-Cass-Koopmans macroeconomic model. In this model, the households imitate …☆13Jun 3, 2021Updated 5 years ago
- ☆13Feb 14, 2021Updated 5 years ago
- Hedge fund replication via machine learning☆13Oct 31, 2022Updated 3 years ago
- Dynamic Nelson Siegel Model☆14Mar 6, 2019Updated 7 years ago