Deep Dynamic Factor Models
☆26Mar 30, 2026Updated last week
Alternatives and similar repositories for DDFM
Users that are interested in DDFM are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆37Oct 30, 2025Updated 5 months ago
- ☆21Jun 17, 2024Updated last year
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆118Dec 8, 2022Updated 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…☆20Nov 6, 2019Updated 6 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆128Mar 23, 2026Updated 2 weeks ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Model Confidence Set (MCS) implementation in Python☆20Oct 21, 2024Updated last year
- Modern Portfolio Theory (MPT), a hypothesis put forth by Harry Markowitz in his paper “Portfolio Selection,” (published in 1952 by the Jo…☆14Mar 15, 2018Updated 8 years ago
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Dec 6, 2022Updated 3 years ago
- Replication Files for "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?" by Caravello, McKay & Wolf☆22Mar 2, 2026Updated last month
- R package for Mixed-Frequency Bayesian VARs☆45May 11, 2021Updated 4 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆104May 17, 2022Updated 3 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 10 months ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆17Aug 24, 2023Updated 2 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆12Mar 15, 2023Updated 3 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆60Feb 28, 2026Updated last month
- This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MI…☆12Mar 18, 2025Updated last year
- ☆27Updated this week
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Implementation of WGAN-TS☆13Oct 29, 2019Updated 6 years ago
- a multifactor model for Chinese stocks and a web site for stock scores; 基于股票的基本面、竞争力、估值等指标,用多因子模型给股票“打分”诊断☆28Sep 18, 2019Updated 6 years ago
- Optimization of Crypto Portfolio using Python☆12Jan 21, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Implement DeepWarp algorithm for gaze manipulation☆14Feb 11, 2018Updated 8 years ago
- Personnal website☆17Dec 18, 2025Updated 3 months ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆18Aug 8, 2020Updated 5 years ago
- LSTM neural networks for nowcasting economic data.☆71May 2, 2024Updated last year
- The idea is to pass matrices/vectors from R to C++, write pure C++/Armadillo code for the computation, and then export the result back to…☆14Sep 3, 2025Updated 7 months ago
- A Julia implementation of basic tools for time series analysis compatible with incomplete data.☆124Jan 13, 2025Updated last year
- 一个基于中国市场的BW投资者情绪指标实证研究☆15Feb 20, 2021Updated 5 years ago
- Computing with Eigenvalue Distributions of Large Random Matrices of the Covariance Type☆15Feb 16, 2018Updated 8 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆12Apr 12, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python☆33Oct 14, 2021Updated 4 years ago
- A faster cmsis nn implementation optimized for ds-cnn architecture.☆10Jan 30, 2021Updated 5 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆43Dec 21, 2022Updated 3 years ago
- Keras implementation for DASP: Deep Approximate Shapley Propagation (ICML 2019)☆62Jul 1, 2019Updated 6 years ago
- R package for xtensor-r☆17Feb 12, 2026Updated last month
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 5 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago