lorijta92 / machine-learning-predicting-recessions
Use machine learning to evaluate past economic data and predict the probability of a future recession.
☆14Updated 5 years ago
Alternatives and similar repositories for machine-learning-predicting-recessions
Users that are interested in machine-learning-predicting-recessions are comparing it to the libraries listed below
Sorting:
- A project about text mining on earnings call conference☆9Updated 3 years ago
- applications for risk management through computational portfolio construction methods☆41Updated 4 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆42Updated last month
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Updated 4 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 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
- Development space for PhD in Finance☆33Updated 5 years ago
- Semi-automated investing strategy (risk parity)☆27Updated 8 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆31Updated 2 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆22Updated 4 years ago
- ☆28Updated 4 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆35Updated last month
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Tool that fetches company data, statistics, and financials for valuation and analysis, and then performs automated valuation analysis.☆24Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- This tool is developed to scrape twitter data, process the data, and then create either an unsupervised network to identify interesting p…☆17Updated last year
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated last year
- Vector Autoregressive models in Python☆10Updated 6 years ago
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Updated 5 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 6 years ago
- This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory.☆10Updated 3 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17Updated 2 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆25Updated last month
- A collection of my ramblings into the field of Quantitatve and Mathematical Finance☆11Updated 5 years ago
- This repository includes our work on extracting the digital transformation strategy of Fortune 500 companies from earnings calls transcri…☆28Updated 4 years ago