Alternatives and similar repositories for MacroRandomForest

Users that are interested in MacroRandomForest are comparing it to the libraries listed below

• yye9701 / KR_example
  ☆22Updated 3 years ago
• QuantLet / EmbeddingPortfolio
  A repository for portfolio allocation based on embedding data representation
  ☆11Updated 3 months ago
• mk0417 / open-asset-pricing-download
  ☆36Updated 2 months ago
• Kem975 / Deep_Partial_Least_Squares
  Source code for Deep Partial Least Squares for Empirical Asset Pricing.
  ☆15Updated 2 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆12Updated last year
• cagdemir / firm-characteristics-calculation
  Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS
  ☆14Updated 5 years ago
• chrischia06 / Mean-Variance-Hedging
  Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈
  ☆14Updated 3 years ago
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 6 months ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 6 months ago
• mdsunivie / HARNet
  TensorFlow implementation of the HARNet model for realized volatility forecasting.
  ☆28Updated last year
• ARahimiQuant / lead-lag-portfolios
  Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…
  ☆18Updated last year
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 6 years ago
• Wentworthliu123 / Fama_French_Selfstudy
  ☆9Updated 5 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆60Updated last year
• edoberton / heston_nandi_garch
  Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…
  ☆13Updated 3 years ago
• anthonyng2 / Time-Series-Momentum
  ☆18Updated 8 years ago
• GiulioRossetti94 / PyBondLab
  ☆25Updated 3 months ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆69Updated 4 months ago
• SakethAleti / ECON-690-HighFrequencyEconometrics
  Code and documents from Econ 690 at Duke
  ☆9Updated 2 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆41Updated 4 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 3 months ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆36Updated 5 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• HoagieT / Inflation-Nowcast-Model
  A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.
  ☆15Updated 4 years ago
• juliansester / Robust-Portfolio-Optimization
  Markov decision processes under model uncertainty
  ☆15Updated 2 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆37Updated 4 years ago
• cvxgrp / cov_pred_finance
  ☆64Updated 2 weeks ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆35Updated last year
• tschm / TinyCTA
  Underlying package for the 10-line cta
  ☆12Updated this week
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year