QuantEcon / lecture-python-advanced.notebooksLinks
Notebooks that support https://python-advanced.quantecon.org
☆19Updated last week
Alternatives and similar repositories for lecture-python-advanced.notebooks
Users that are interested in lecture-python-advanced.notebooks are comparing it to the libraries listed below
Sorting:
- Source files for https://python-advanced.quantecon.org☆42Updated 3 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Updated 3 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆29Updated 4 years ago
- Notebooks for https://python-programming.quantecon.org☆57Updated 2 months ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 4 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆36Updated 5 years ago
- Macro with Python☆54Updated 4 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- ☆25Updated 2 weeks ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆34Updated 3 weeks ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆78Updated 3 years ago
- My replication of financial papers.☆19Updated 6 years ago
- ☆39Updated 6 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆10Updated 5 years ago
- Financial Econometrics (MSc, Julia code)☆63Updated 3 weeks ago
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆9Updated 3 years ago
- Python implementation of the midasml approach☆24Updated 3 weeks ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆29Updated 2 months ago
- ☆37Updated last year
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆16Updated 5 years ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Jupyter notebooks authored by Richard Evans☆47Updated 4 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆36Updated 4 years ago
- Pricing the Term Structure with Linear Regressions☆36Updated 7 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆49Updated 6 years ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 2 years ago