Alternatives and similar repositories for pinbasic

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

• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆27Updated 7 years ago
• PedroBSB / mlRFinance
  Machine Learning functions for Finance
  ☆9Updated 7 years ago
• kvasilopoulos / exuber
  Econometric Analysis of Explosive Time Series
  ☆29Updated last year
• deanfantazzini / bubble
  ☆11Updated 4 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• andi-jo / ML_projection_toolbox
  Simple wrapper for machine learning models in the context of lead-lag projection modelling.
  ☆25Updated 6 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆17Updated 3 years ago
• YalDan / JumpDetectR
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Updated 3 years ago
• vgreg / python-finance-unimelb2018
  Material for a Python for Finance workshop at the University of Melbourne in 2018
  ☆16Updated 7 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆29Updated 4 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆30Updated 3 weeks ago
• eloualiche / RiskPremium
  Measuring the Market Risk Premium
  ☆18Updated 3 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆13Updated 6 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 11 months ago
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• jhlinplus / high_dim_favar_estimation
  Code Repo for "Regularized estimation of high-dimensional FAVAR models", JMLR, 2020
  ☆8Updated last year
• eurostat / econowcast
  Experimental tools (R) for Big Data econometrics nowcasting and early estimates
  ☆32Updated 4 years ago
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆12Updated last year
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• itamarcaspi / rtadfr
  Testing for bubbles with R
  ☆20Updated 5 years ago
• lcallot / lassovar
  Estimation and forecasting of VAR model with the Lasso
  ☆29Updated 3 weeks ago
• zhentaoshi / Boosted_HP_filter
  Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
  ☆29Updated 2 years ago
• vgreg / python-se
  Examples for computing regression standard errors in Python with statsmodels
  ☆15Updated last year
• macroeconomicdata / dfm-matlab
  Dynamic factor models in Matlab
  ☆10Updated 3 years ago