kokoff / deep-forecastLinks
Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
☆13Updated 7 years ago
Alternatives and similar repositories for deep-forecast
Users that are interested in deep-forecast are comparing it to the libraries listed below
Sorting:
- Development space for PhD in Finance☆33Updated 5 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17Updated 3 years ago
- ☆19Updated 3 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Updated 4 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- ☆40Updated 6 years ago
- RBC Model Jupyter Notebook☆10Updated 6 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆12Updated 2 years ago
- An open source library for the extraction of Federal Reserve Data.☆21Updated 2 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆43Updated 2 months ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 4 months ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- ☆17Updated last year
- Behavioral Economics and Finance Python Notebooks☆20Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- ☆28Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 7 months ago
- ☆10Updated 5 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Updated 4 years ago
- Simple wrapper for machine learning models in the context of lead-lag projection modelling.☆25Updated 6 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆31Updated 2 years ago
- Factor Investing Library☆27Updated 2 years ago