Alternatives and similar repositories for nowcast_lstm

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

• 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
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆48Updated last year
• bank-of-england / InterpretableMLWorkflow
  ☆17Updated last year
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆127Updated 4 years ago
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆23Updated 3 years ago
• GiulioRossetti94 / PyBondLab
  ☆27Updated last month
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 8 months ago
• mk0417 / open-asset-pricing-download
  ☆45Updated 5 months ago
• lixixibj / DeepVARwT-data-code
  ☆20Updated 10 months ago
• QuantEcon / dynamic_factor_models
  ☆40Updated 6 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆49Updated 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
• jhlinplus / high_dim_favar_estimation
  Code Repo for "Regularized estimation of high-dimensional FAVAR models", JMLR, 2020
  ☆9Updated last year
• DanielBok / muarch
  Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation
  ☆20Updated 11 months ago
• dazhwu / pydynpd
  This python package estimates dynamic panel data model using difference GMM and system GMM.
  ☆29Updated 6 months 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
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆113Updated last year
• bank-of-england / Shapley_regressions
  Statistical inference on machine learning or general non-parametric models
  ☆44Updated last year
• ajayarunachalam / Deep_XF
  Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…
  ☆118Updated 2 years ago
• cosimoizzo / DDFM
  Deep Dynamic Factor Models
  ☆22Updated last year
• 4Freye / panelsplit
  A tool for performing cross-validation with panel data
  ☆20Updated 4 months ago
• ctanujit / FEWNet
  ☆14Updated 4 months ago
• xqnwang / conformalForecast
  Methods and tools for multistep-ahead time series conformal prediction.
  ☆38Updated 4 months ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆24Updated last year
• bank-of-england / MachineLearningCrisisPrediction
  ☆39Updated last year
• Buczman / CaviaR
  R code for CAViaR model
  ☆29Updated 3 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆28Updated 4 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