Alternatives and similar repositories for SystemicRisk

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

• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆132Updated 4 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆107Updated last year
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆122Updated 5 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆53Updated last year
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆42Updated 7 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆45Updated 5 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆123Updated 2 years ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆98Updated 4 months ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆109Updated 6 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆79Updated 3 years ago
• JustinMShea / ExpectedReturns
  ☆55Updated 5 months ago
• bashtage / mfe-toolbox
  ☆109Updated 4 years ago
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆41Updated last month
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆20Updated 7 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆41Updated last year
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆32Updated 4 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆102Updated 6 years ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆39Updated last month
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆104Updated 2 years ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆147Updated 4 years ago
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆67Updated 4 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆49Updated 5 years ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆52Updated 7 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆62Updated 2 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 11 months ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆27Updated 9 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 5 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆37Updated 2 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆20Updated 3 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆248Updated 3 years ago