Alternatives and similar repositories for AnnEconForecast:

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

• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 6 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆27Updated 3 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 3 years ago
• samsonq / Modifying-Shiller-CAPE-Ratio
  Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
  ☆14Updated 2 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• cjporteo / ACTSC445-QERM-projects
  Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…
  ☆14Updated 4 years ago
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆18Updated 6 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 8 months ago
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆28Updated last year
• JonnyFLDN / Federal-Reserve-Minutes-Topic-and-Sentiment-Modelling
  ☆18Updated 2 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• yangyang2000 / Dynamic-Factor-Model
  Python code for dynamic facctor model. (Preliminary and in progress)
  ☆22Updated 7 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆20Updated 3 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆37Updated 8 months ago
• erksubasi / AutoencoderCovShrinkage
  Presentation for QuantCon 2016
  ☆11Updated 8 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆37Updated 4 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆15Updated 5 years ago
• Moritz-Pfeifer / CentralBankRoBERTa
  CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…
  ☆14Updated 11 months ago
• noisyoscillator / quant-math-finance
  A collection of my ramblings into the field of Quantitatve and Mathematical Finance
  ☆11Updated 4 years ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆59Updated 2 years ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆17Updated last year
• anhdanggit / volatility-garch-VaR
  Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
  ☆20Updated 6 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• letsgoexploring / economic-data
  Python programs for constructing various economic datasets
  ☆53Updated 3 months ago
• HoagieT / Factor-Augmented-Vector-Autoregression
  An economic forecasting model based on Factor Augmented VAR (FAVAR). The FAVAR approach is superior than classic VAR as it incorporates a…
  ☆14Updated 4 years ago
• bank-of-england / Shapley_regressions
  Statistical inference on machine learning or general non-parametric models
  ☆44Updated 8 months ago
• prakashtewari / Python-VAR
  Vector Autoregressive models in Python
  ☆10Updated 6 years ago