Bayesian Vector Autoregression in Python
☆32Aug 22, 2019Updated 6 years ago
Alternatives and similar repositories for pybvar
Users that are interested in pybvar are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R package for Bayesian Vector Autoregression☆33Jul 2, 2020Updated 5 years ago
- Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)☆13May 12, 2016Updated 9 years ago
- A Python/Jupyter notebook project to understand the Yield Curve and its potential for forecasting a recession☆40Sep 2, 2022Updated 3 years ago
- ☆19Jun 9, 2023Updated 2 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆28Jan 22, 2021Updated 5 years ago
- A Matlab to R translator written in R☆11May 12, 2021Updated 4 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- R package for Adaptive Conformal Inference☆17Jun 13, 2024Updated last year
- Python Package: Fitting and Forecasting the yield curve☆39Feb 25, 2021Updated 5 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Jul 17, 2024Updated last year
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆17Mar 24, 2024Updated last year
- ☆15Mar 1, 2021Updated 5 years ago
- AI companions with memory: a lightweight stack to create and host your own AI companions☆16Jul 13, 2023Updated 2 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated 8 months ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 2 years ago
- ☆16Feb 16, 2017Updated 9 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆62Nov 5, 2023Updated 2 years ago
- Data import/export and EViews function calls from Python.☆19Aug 31, 2023Updated 2 years ago
- Python interface to quarto-cli☆25May 28, 2025Updated 9 months ago
- FE-511 Bloomberg Terminal and Thomson Reuters☆12Feb 8, 2017Updated 9 years ago
- ☆11Apr 13, 2017Updated 8 years ago
- ☆19Mar 13, 2026Updated last week
- Jupyter notebooks for analysis of US federal debt, tax revenues, GDP, budget deficit, evolution of yields on treasury borrowings, treasur…☆78Mar 15, 2026Updated last week
- Continuous Time Markov Chains☆11Mar 16, 2026Updated last week
- Demonstration of a Hololens and GPS receiver☆10Aug 27, 2016Updated 9 years ago
- Surface SVI parameterisation and corresponding local volatility☆61May 10, 2020Updated 5 years ago
- ☆13Jan 16, 2019Updated 7 years ago
- An open-source package of causal feature selection and causal (Bayesian network) structure learning (Python version)☆20Dec 21, 2020Updated 5 years ago
- TEJ_API_Python_實戰應用☆12Dec 26, 2024Updated last year
- Lazy imports in python☆10Jun 19, 2015Updated 10 years ago
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆31Jan 4, 2021Updated 5 years ago
- Tradestation Easylanguage for Algorithmic Trading, published by Packt☆16Mar 2, 2026Updated 3 weeks ago
- Experiment I've been meaning to do. An evolution of REMO☆36Oct 22, 2023Updated 2 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Jun 20, 2021Updated 4 years ago
- ☆12Nov 20, 2025Updated 4 months ago
- ☆23May 3, 2022Updated 3 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- RESTful API for trading stocks (single or pairs), deployed on Heroku☆14Nov 7, 2023Updated 2 years ago