bank-of-england / InterpretableMLWorkflowLinks
☆17Updated last year
Alternatives and similar repositories for InterpretableMLWorkflow
Users that are interested in InterpretableMLWorkflow are comparing it to the libraries listed below
Sorting:
- Deep Dynamic Factor Models☆21Updated last year
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- ☆40Updated 6 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆46Updated last year
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Updated 4 years ago
- ☆37Updated last year
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆29Updated 3 months ago
- A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of…☆15Updated 5 years ago
- ☆18Updated 6 years ago
- Python implementation of the midasml approach☆25Updated last month
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆39Updated last year
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆18Updated last year
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- LSTM neural networks for nowcasting economic data.☆66Updated last year
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated 2 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 2 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Updated 5 years ago
- Code Repo for "Regularized estimation of high-dimensional FAVAR models", JMLR, 2020☆8Updated last year
- ☆27Updated last month
- ☆20Updated 4 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆33Updated last month
- R package for Bayesian Vector Autoregression☆32Updated 4 years ago
- Simple wrapper for machine learning models in the context of lead-lag projection modelling.☆25Updated 6 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Updated 3 years ago