Alternatives and similar repositories for nowcast_lstm

Users that are interested in nowcast_lstm are comparing it to the libraries listed below

• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆46Updated last year
• bank-of-england / InterpretableMLWorkflow
  ☆17Updated last year
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆126Updated 4 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 7 months ago
• rakshitha123 / WeeklyForecasting
  This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…
  ☆47Updated 3 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• as4456 / Leo_Krippner_SSR
  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
• cosimoizzo / DDFM
  Deep Dynamic Factor Models
  ☆21Updated last year
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆37Updated last year
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆22Updated 2 years ago
• GiulioRossetti94 / PyBondLab
  ☆27Updated last month
• QuantEcon / dynamic_factor_models
  ☆40Updated 6 years ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆27Updated 5 years ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆30Updated 3 years ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆33Updated last month
• pmontman / fforma
  R package for Feature-based Forecast Model Averaging
  ☆35Updated 5 years ago
• jhlinplus / high_dim_favar_estimation
  Code Repo for "Regularized estimation of high-dimensional FAVAR models", JMLR, 2020
  ☆9Updated last year
• Buczman / CaviaR
  R code for CAViaR model
  ☆29Updated 3 years ago
• mpiktas / midasr-user-guide
  ☆11Updated 9 years ago
• mk0417 / open-asset-pricing-download
  ☆41Updated 4 months ago
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆111Updated last year
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆60Updated 3 years ago
• lixixibj / DeepVARwT-data-code
  ☆20Updated 9 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆18Updated last year
• ani1231091 / Real-Business-Cycle
  RBC Model Jupyter Notebook
  ☆10Updated 6 years ago
• RyanLucas3 / MacroRandomForest
  A modification of traditional random forest for time-series forecasting
  ☆12Updated last year