fipelle / replication-pellegrino-2022-hyperparametersLinks
Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting
☆11Updated 3 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 package for time series data processing, classification, clustering, and prediction.☆113Updated last month
- Julia library for standardizing financial data retrieval and storage from multiple APIs.☆54Updated 10 months ago
- A Julia implementation of basic tools for time series analysis compatible with incomplete data.☆124Updated last year
- ☆26Updated last month
- MarSwitching.jl: Julia package for Markov switching dynamic models☆39Updated last year
- ☆38Updated last year
- A Julia implementation of Bayesian linear regression using marginal likelihood for hyperparameter optimization, as presented in Chris Bis…☆29Updated 4 years ago
- Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes☆55Updated 2 years ago
- A Julia package for generating timeseries surrogates☆55Updated 2 months ago
- Julia package containing utilities intended for Time Series analysis.☆50Updated 3 years ago
- Data generator based on copulas☆23Updated 2 years ago
- ☆35Updated 4 years ago
- A Julia package for operations research problems☆34Updated 3 months ago
- Lightweight robust covariance estimation in Julia☆43Updated 2 months ago
- A Julia package for estimating ARMA-GARCH models.☆100Updated 2 weeks ago
- Machine Learning with Time Series in Julia☆29Updated 3 months ago
- Basic inference with Hidden Markov Models☆25Updated 7 years ago
- ☆10Updated 2 years ago
- A set of functions in pure Julia for Game Theory☆11Updated 2 years ago
- Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)☆85Updated last week
- Beta Machine Learning Toolkit☆106Updated last month
- A suite of familiar Julia APIs for bigger datasets with less cloud and lower costs.☆17Updated 3 years ago
- Online empirical cumulative distribution functions☆34Updated last year
- Bayesian Linear Regression in Julia☆30Updated 5 months ago
- package for Bayesian and classical estimation and inference based on statistics that are filtered through a trained neural net☆25Updated 8 months ago
- ☆13Updated 4 years ago
- A julia implementation of the CMA Evolution Strategy for derivative-free optimization of potentially non-linear, non-convex or noisy func…☆31Updated 3 years ago
- JuliaInXL C# code to create JuliaInXL plugin for Microsoft Excel☆25Updated 3 years ago
- Score-driven models, aka generalized autoregressive score models, in Julia☆32Updated 3 years ago