Alternatives and similar repositories for SystemicRisk:

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

• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 7 months ago
• bashtage / mfe-toolbox
  ☆102Updated 3 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆38Updated 4 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆37Updated 7 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆88Updated last month
• Buczman / CaviaR
  R code for CAViaR model
  ☆29Updated 3 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆44Updated last year
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆51Updated 6 months ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆122Updated 4 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆69Updated 2 years ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆26Updated 3 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆90Updated 5 years ago
• GabauerDavid / ConnectednessApproach
  ☆87Updated 3 weeks ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆17Updated 4 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆112Updated 4 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆36Updated 4 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆102Updated 5 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆30Updated 11 months ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• JustinMShea / ExpectedReturns
  ☆44Updated 6 months ago
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆59Updated 3 years ago
• msperlin / MS_Regress-Matlab
  Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models
  ☆51Updated 4 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆108Updated 2 years ago
• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆289Updated 2 weeks ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆36Updated 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…
  ☆26Updated 3 weeks ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆59Updated last year
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 4 months ago