bank-of-england / MachineLearningCrisisPredictionLinks
☆39Updated last year
Alternatives and similar repositories for MachineLearningCrisisPrediction
Users that are interested in MachineLearningCrisisPrediction are comparing it to the libraries listed below
Sorting:
- ☆63Updated last year
- ☆40Updated 6 years ago
- ☆23Updated 8 years ago
- 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.☆40Updated 5 years ago
- Macro with Python☆54Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆52Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆59Updated last year
- Nowcasting☆223Updated 6 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆35Updated 5 months ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated 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
- ☆28Updated 3 months ago
- A curated list of Vector Autoregression resources☆61Updated 2 years ago
- Resources for a PhD class module focused on anomalies.☆17Updated last year
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Updated 2 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- Jupyter notebooks illustrating solutions to computational macroeconomic problems☆16Updated 4 years ago
- Replication of momentum strategy☆18Updated 3 years ago
- Big Data Applications in Finance module (MSc level)☆16Updated 4 years ago
- code for turning data sets into trading strategies☆37Updated this week
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Statistical inference on machine learning or general non-parametric models☆44Updated last year
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆41Updated 4 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- ☆17Updated last year
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆32Updated last month
- 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