Alternatives and similar repositories for midasmlpy:

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

• GiulioRossetti94 / PyBondLab
  ☆25Updated 2 months ago
• mfrdixon / G-Learning-Wealth-Management
  ☆22Updated 3 years ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆24Updated last year
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆12Updated last year
• bank-of-england / InterpretableMLWorkflow
  ☆16Updated 10 months ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆28Updated 4 years ago
• yye9701 / KR_example
  ☆22Updated 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.
  ☆44Updated last year
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 5 years ago
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆16Updated 11 months ago
• jstriaukas / midasml
  midasml package is dedicated to run predictive high-dimensional mixed data sampling models
  ☆39Updated last year
• mk0417 / open-asset-pricing-download
  ☆34Updated 2 months ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆17Updated 10 months ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆19Updated last year
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆22Updated 2 years ago
• chenandrewy / flex-mining
  code for turning data sets into trading strategies
  ☆35Updated last month
• compfinezbook / ECON424
  Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…
  ☆9Updated 3 years ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆15Updated 10 months ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆19Updated 3 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆35Updated 5 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆17Updated 4 years ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆48Updated 5 months ago
• David-Woroniuk / FedTools
  An open source library for the extraction of Federal Reserve Data.
  ☆21Updated last year
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 2 years 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
• kvasilopoulos / awesome-var
  A curated list of Vector Autoregression resources
  ☆56Updated last year
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago