Alternatives and similar repositories for 2022-statistical-modeling

Users that are interested in 2022-statistical-modeling are comparing it to the libraries listed below

• xiaodongzi / covar
  系统性风险指标计算
  ☆10Updated 5 years ago
• cattwong / TVP-VAR-DY-Model-Time-Varying-Correlation-and-Risk-Spillover-Effects-Study
  Shanghai Crude Oil Futures and Stock Market: Time-Varying Correlation and Risk Spillover Effects Study Research Based on the TVP-VAR-DY M…
  ☆26Updated last year
• lei940324 / Quantile
  介绍分位数回归，包括分位数Granger因果检验、QVAR及脉冲响应函数
  ☆19Updated 5 years ago
• owstron / VaR_CVaR
  Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.
  ☆14Updated 5 years ago
• 18939739359 / copula-dcc-garch
  dynamic copula dcc garch estimate bank systematic risk
  ☆18Updated 3 years ago
• MaiMeng1204 / Undergraduate-Thesis
  基于LDA主题模型的投资者情绪对股价影响研究
  ☆25Updated 5 years ago
• upathare1 / CoVaR-Conditional-VaR-Project
  Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.
  ☆21Updated 4 years ago
• Jincheng-Gong / TVP-VAR-SV
  I revised the TVP-VAR-SV model developed by Nakajima(2011), which adapted with Matlab R2022a now.
  ☆14Updated 3 years ago
• rhameysayed / Spillovers-and-Connectedness
  ☆21Updated 2 years ago
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆27Updated 3 years ago
• kevindaffaarr / pySpillovers
  Volatility Spillovers based on Diebold and Yilmaz 2012
  ☆17Updated 3 years ago
• DavionWu2018 / Sentiment_dictionary
  [数据+代码] 经典的中文情感词典、情感分析停用词、程度副词、否定词表+中文金融情感词典（包括上市公司文本_正式和股吧社媒文本_非正式）...
  ☆144Updated 3 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆96Updated 5 years ago
• MengLingchao / Chinese_financial_sentiment_dictionary
  A Chinese financial sentiment word dictionary
  ☆179Updated 4 years ago
• wangys96 / Cross-Quantilogram
  A quantile dependent method to calculate the correlation between two series.
  ☆20Updated 4 years ago
• ChuangWan / MVMQ-CAViaR
  The asymptotic normal distribution properties
  ☆15Updated 7 years ago
• stxupengyu / Chinese-Sentiment-Analysis-and-LDA-Topic
  使用中文情感词汇本体库进行情感分析，之后对每种情感的文本进行主题分析。Using Chinese Sentiment Dictionary for Sensitive Analysis, Then applying LDA Topic Analysis for each E…
  ☆15Updated 4 years ago
• jm199504 / Financial-Time-Series
  金融时间序列（预测分析 / 相似度 / 数据处理）
  ☆247Updated last year
• lei940324 / econometrics
  陈强高级计量经济学笔记，使用python、matlab实现各模型估计
  ☆130Updated 5 years ago
• mantezb / tvpVAR
  Stochastic model specification search for TVP-VAR-SV
  ☆28Updated 4 years ago
• toby0077 / Python-financial-risk-control-scorecard-model-and-data-analysis
  python金融风控评分卡模型和数据分析微专业课包含《python信用评分卡建模（附代码）》，《python风控建模实战lendingClub》，《金融现金贷用户数据分析和画像》三套课程系列，共计250节课左右，录制时间超过3年，定期更新。这套微专业课程是互联网上最全，最专…
  ☆77Updated 3 years ago
• nkuguanrui / FamaFrenchThreeFacorModel
  FamaFrench(1992)论文复现;FamaFrench三因子模型；python
  ☆37Updated 4 years ago
• ZhuZhouFan / CQVAE
  This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…
  ☆16Updated last year
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆20Updated last year
• GabauerDavid / ConnectednessApproach
  ☆100Updated 6 months ago
• fawdywahyu18 / TVP_FAVAR_Kalman_Filter
  Estimating and Forecasting Macroeconomics Variable Using Time Varying Parameters (TVP) Factor Augmented Vector Autoregression (FAVAR)
  ☆13Updated 4 months ago
• zcyeee / EastMoney_Crawler
  东方财富网股吧爬虫，爬取帖子及其评论的相关信息，并储存到数据库中（附详细操作说明）
  ☆125Updated 5 months ago
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆20Updated 5 years ago
• githubguoheng / Stock-Price-Prediction-Project-Code
  使用机器学习(LSTM)进行多变量时间序列预测股价
  ☆19Updated 2 years ago
• anhdanggit / volatility-garch-VaR
  Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
  ☆22Updated 7 years ago