Composite Indicators Framework for Business Cycle Analysis
☆65Jun 18, 2022Updated 3 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 5 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 7 years ago
- 基于QFactor模型的A股实证研究☆20Sep 4, 2019Updated 6 years ago
- September 2019, no recession predicted - Uses Machine Learning to detect whether the United States is entering a recession☆22Sep 25, 2019Updated 6 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.
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Inference in SVMA models identified by external instruments/proxies☆19Dec 21, 2022Updated 3 years ago
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization☆14May 13, 2024Updated last year
- Example of CTA strategy backtesting.☆21Dec 17, 2022Updated 3 years ago
- Python Nowcasting☆132Feb 7, 2021Updated 5 years ago
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- 大类资产配置☆11Jun 3, 2021Updated 4 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Volatility trading☆22Apr 18, 2026Updated 3 weeks ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Developing a trend following model using futures☆38Sep 17, 2023Updated 2 years ago
- Solution to Macroeconomic Models using Python☆12Oct 1, 2024Updated last year
- Algo Trade Multicharts Repo☆11Aug 23, 2020Updated 5 years ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 5 years ago
- Risk_Parity strategy 风险平价☆32May 1, 2020Updated 6 years ago
- Financial Machine Learning Repository☆11Apr 25, 2024Updated 2 years ago
- Heuristics for cardinality constrained portfolio optimisation☆12Nov 3, 2018Updated 7 years ago
- Hedge fund replication via machine learning☆13Oct 31, 2022Updated 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.
- Financial applications focusing on portfolio management for Python☆16Jan 16, 2023Updated 3 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- Step by Step Reinforcement Learning Tutorials.☆12Nov 19, 2022Updated 3 years ago
- RESTful API for trading stocks (single or pairs), deployed on Heroku☆14Nov 7, 2023Updated 2 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- ☆13Feb 14, 2021Updated 5 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- Nowcasting macroeconomic indicators using Google Trends☆10Jun 23, 2022Updated 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 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Regime-Switching Model☆20Nov 9, 2017Updated 8 years ago
- ☆16Dec 16, 2022Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆22May 8, 2024Updated 2 years ago
- Přepravní průzkumy DPP☆12Jun 7, 2019Updated 6 years ago
- Nowcasting☆233Sep 26, 2019Updated 6 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 5 years ago
- Build custom model types for estimation.☆12Apr 17, 2025Updated last year