bank-of-england / MachineLearningCrisisPredictionLinks
☆40Updated last year
Alternatives and similar repositories for MachineLearningCrisisPrediction
Users that are interested in MachineLearningCrisisPrediction are comparing it to the libraries listed below
Sorting:
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆40Updated 5 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆59Updated 2 years ago
- Macro with Python☆54Updated 4 years ago
- A curated list of Vector Autoregression resources☆61Updated 2 years ago
- ☆17Updated last year
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆52Updated last year
- Nowcasting☆224Updated 6 years ago
- ☆40Updated 6 years ago
- ☆64Updated last year
- ☆23Updated 8 years ago
- Statistical inference on machine learning or general non-parametric models☆44Updated last year
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- ☆28Updated 4 months ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- ☆109Updated 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…☆19Updated 6 years ago
- simple dsge stuff in python☆12Updated last month
- Python implementation of the midasml approach☆27Updated 6 months ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆34Updated 2 months ago
- A framework for financial systemic risk valuation and analysis.☆176Updated 2 years ago
- Replication of momentum strategy☆18Updated 3 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆35Updated 6 months ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆51Updated 7 years ago
- Financial Econometrics (MSc, Julia code)☆67Updated 3 months ago
- ☆21Updated 3 years ago
- ☆28Updated 4 years ago