Alternatives and similar repositories for FactorModels.jl

Users that are interested in FactorModels.jl are comparing it to the libraries listed below

• imanuelcostigan / OldFinancialMarkets.jl
  Describe and model financial markets objects using Julia
  ☆21Updated 7 years ago
• stephenbnicar / BeaData.jl
  A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).
  ☆19Updated 3 months ago
• PaulSoderlind / EmpiricalFinancePhD
  Empirical Finance Course (PhD, Julia code)
  ☆38Updated last year
• felipenoris / InterestRates.jl
  Interest Rates calculation, indexing and Term Structures.
  ☆29Updated last year
• dmbates / NLreg.jl
  Nonlinear regression in Julia
  ☆18Updated 5 years ago
• gragusa / CovarianceMatrices.jl
  Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation for Julia.
  ☆56Updated this week
• FRBNY-DSGE / StateSpaceRoutines.jl
  Package implementing common state-space routines.
  ☆85Updated 4 months ago
• micahjsmith / FredData.jl
  Pull data from Federal Reserve Economic Data (FRED) directly into Julia
  ☆68Updated last year
• bankofcanada / ModelBaseEcon.jl
  ☆26Updated 2 months ago
• FRBNY-DSGE / ModelConstructors.jl
  Build custom model types for estimation.
  ☆13Updated 9 months ago
• s-broda / ARCHModels.jl
  A Julia package for estimating ARMA-GARCH models.
  ☆100Updated 3 weeks ago
• s-baumann / HighFrequencyCovariance.jl
  A package for estimating and regularising correlation and covariance matrices with high frequency financial data
  ☆14Updated this week
• dm13450 / HawkesProcesses.jl
  MCMC Inference for a Hawkes process in Julia
  ☆25Updated 2 years ago
• m-dadej / MarSwitching.jl
  MarSwitching.jl: Julia package for Markov switching dynamic models
  ☆39Updated last year
• FRBNY-DSGE / SMC.jl
  Sequential Monte Carlo algorithm for approximation of posterior distributions.
  ☆74Updated last month
• EconForge / Dolo.jl
  Economic modeling in Julia
  ☆58Updated 3 months ago
• anriseth / HJBSolver.jl
  General solver for Hamilton-Jacobi-Bellman equations
  ☆18Updated 8 years ago
• PaulSoderlind / FinancialTheoryMSc
  Financial Theory Course (MSc, Julia code)
  ☆68Updated last week
• JuliaFinMetriX / Econometrics.jl
  Econometric functionality in Julia
  ☆11Updated 10 years ago
• FRBNY-DSGE / CEF_2017_Workshop
  Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017
  ☆24Updated 3 years ago
• PaulSoderlind / PaulSoderlindCode
  Paul Söderlind's finance/econ codes
  ☆20Updated last year
• bankofcanada / TimeSeriesEcon.jl
  ☆32Updated last month
• PaulSoderlind / FinancialEconometrics
  Financial Econometrics (MSc, Julia code)
  ☆68Updated 6 months ago
• RJDennis / SmolyakApprox.jl
  A Julia package to approximate multivariate continuous functions using Smolyak's method.
  ☆18Updated last month
• JuliaQuant / TradeModels.jl
  Modeling the allocation of resources to markets based on the restraints of objective functions
  ☆14Updated 9 years ago
• dm13450 / AlpacaMarkets.jl
  Julia interface to the Alpaca Trading API
  ☆38Updated 9 months ago
• HighDimensionalEconLab / DifferentiableStateSpaceModels.jl
  ☆46Updated 2 years ago
• bankofcanada / StateSpaceEcon.jl
  ☆53Updated 2 months ago
• dscolby / CausalELM.jl
  Taking causal inference to the extreme!
  ☆34Updated last year
• fipelle / MessyTimeSeries.jl
  A Julia implementation of basic tools for time series analysis compatible with incomplete data.
  ☆124Updated last year