bank-of-england / MachineLearningCrisisPredictionLinks
☆37Updated last year
Alternatives and similar repositories for MachineLearningCrisisPrediction
Users that are interested in MachineLearningCrisisPrediction are comparing it to the libraries listed below
Sorting:
- ☆17Updated last year
- ☆40Updated 6 years ago
- ☆23Updated 7 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆46Updated last year
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆38Updated 5 years ago
- 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
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆18Updated last year
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- ☆27Updated last month
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 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
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- ☆18Updated 6 years ago
- Pricing the Term Structure with Linear Regressions☆37Updated 7 years ago
- ☆28Updated 4 years ago
- A curated list of Vector Autoregression resources☆56Updated 2 years ago
- Replication of momentum strategy☆18Updated 3 years 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
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- Calibrate, estimate and analyze linearized DSGE models.☆33Updated last month
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 3 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆26Updated last year
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- R package for Bayesian Vector Autoregression☆32Updated 4 years ago