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.
  ☆45Updated last year
• bank-of-england / InterpretableMLWorkflow
  ☆16Updated 10 months ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆124Updated 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
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆27Updated 5 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆36Updated 5 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
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆28Updated 3 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 6 months ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆28Updated 4 years ago
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆22Updated 2 years ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆34Updated this week
• mk0417 / open-asset-pricing-download
  ☆36Updated 2 months ago
• jstriaukas / midasmlpy
  Python implementation of the midasml approach
  ☆23Updated 6 months ago
• yye9701 / KR_example
  ☆22Updated 3 years ago
• yangyang2000 / Dynamic-Factor-Model
  Python code for dynamic facctor model. (Preliminary and in progress)
  ☆22Updated 7 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆60Updated 2 years ago
• GiulioRossetti94 / PyBondLab
  ☆25Updated 3 months 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
• mpiktas / midasr-user-guide
  ☆11Updated 9 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• jhlinplus / high_dim_favar_estimation
  Official Code Repo for Paper "Regularized estimation of high-dimensional FAVAR models" in JMLR, 2020
  ☆8Updated last year
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆25Updated last year
• cosimoizzo / DDFM
  Deep Dynamic Factor Models
  ☆20Updated last year
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• lixixibj / DeepVARwT-data-code
  ☆19Updated 8 months ago
• tnagler / vinereg
  D-vine quantile regression
  ☆11Updated 3 months ago