fipelle / replication-pellegrino-2022-hyperparametersLinks
Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting
☆11Updated 2 years ago
Alternatives and similar repositories for replication-pellegrino-2022-hyperparameters
Users that are interested in replication-pellegrino-2022-hyperparameters are comparing it to the libraries listed below
Sorting:
- A package for estimating and regularising correlation and covariance matrices with high frequency financial data☆14Updated last month
- A Julia implementation of basic tools for time series analysis compatible with incomplete data.☆124Updated 10 months ago
- ☆26Updated last month
- A package for time series data processing, classification, clustering, and prediction.☆112Updated last month
- Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes☆55Updated 2 years ago
- MarSwitching.jl: Julia package for Markov switching dynamic models☆38Updated last year
- ☆35Updated 4 years ago
- ☆13Updated 4 years ago
- Julia High Performance☆24Updated 6 years ago
- Julia library for standardizing financial data retrieval and storage from multiple APIs.☆54Updated 8 months ago
- A Julia implementation of Bayesian linear regression using marginal likelihood for hyperparameter optimization, as presented in Chris Bis…☆29Updated 3 years ago
- A Julia package for generating timeseries surrogates☆55Updated 3 weeks ago
- ☆32Updated 4 months ago
- ☆13Updated 4 years ago
- Julia package containing utilities intended for Time Series analysis.☆49Updated 3 years ago
- A Julia package for estimating ARMA-GARCH models.☆99Updated 3 months ago
- Comparing performance and results of mcmc options using Julia☆38Updated 4 years ago
- ☆53Updated 2 months ago
- Scrape WELL-FORMED tables from webpages☆30Updated last year
- ☆38Updated 10 months ago
- ☆10Updated 2 years ago
- A Julia package for operations research problems☆34Updated 3 weeks ago
- package for Bayesian and classical estimation and inference based on statistics that are filtered through a trained neural net☆25Updated 6 months ago
- A suite of familiar Julia APIs for bigger datasets with less cloud and lower costs.☆16Updated 3 years ago
- JuliaInXL C# code to create JuliaInXL plugin for Microsoft Excel☆25Updated 3 years ago
- Linear Regression for Julia☆12Updated 3 years ago
- Data generator based on copulas☆23Updated 2 years ago
- Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)☆83Updated 5 months ago
- Differential-Independence Mixture Ensemble (DIME) MCMC sampling for Julia☆20Updated 2 months ago
- Parallel & lightning fast implementation of available classic and contemporary variants of the KMeans clustering algorithm☆50Updated last year