Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
☆25Mar 6, 2024Updated 2 years ago
Alternatives and similar repositories for FiGASR
Users that are interested in FiGASR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Lexicon-based Sentiment Analysis for Economic and Financial Applications☆41Mar 29, 2023Updated 3 years ago
- Python implementation of the midasml approach☆32May 15, 2025Updated last year
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Aug 13, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆15Jun 22, 2022Updated 3 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- predicting US Federal interest rate changes using the text of Fed press releases☆15Jul 1, 2023Updated 2 years ago
- [Developmental] Quarto Extension to Enable Google Colaboratory Links with Quarto Documents☆17May 18, 2025Updated last year
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆18Aug 8, 2020Updated 5 years ago
- Machine learning time series regressions☆14Jul 18, 2025Updated 10 months ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆17Sep 20, 2023Updated 2 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Feb 18, 2021Updated 5 years ago
- Comprehensive collection of Claude Code skills for academic research in economics, finance, and social sciences☆143Apr 26, 2026Updated last month
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A Matlab Package to implement Bayesian Inference, forecast and simulation for stochastic volatility models including LSTM-SV, SV, etc.☆20Apr 25, 2023Updated 3 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 9 months ago
- ☆11May 5, 2023Updated 3 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 2 years ago
- A collection of Dynare models☆29Aug 24, 2020Updated 5 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆141Mar 23, 2026Updated 2 months ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 10 years ago
- Inference for Gaussian copula factor models and its application to causal discovery.☆14Feb 11, 2020Updated 6 years ago
- ☆21Feb 6, 2022Updated 4 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- ☆85Dec 12, 2024Updated last year
- ☆28May 21, 2026Updated last week
- An integrated framework in R for textual sentiment time series aggregation and prediction☆84Apr 3, 2025Updated last year
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- pdf后面的参考文献批量下载器，数据源是百度文库☆12May 3, 2016Updated 10 years ago
- Nowcasting macroeconomic indicators using Google Trends☆10Jun 23, 2022Updated 3 years ago
- Analyze central bank announcements☆76May 19, 2026Updated last week
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Sep 17, 2020Updated 5 years ago
- This project proposes a novel methodology to automatically learn financial lexicons that outperform the benchmark Loughran-McDonald lexic…☆15Jan 20, 2024Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆159Dec 15, 2025Updated 5 months ago
- Build custom model types for estimation.☆12Apr 17, 2025Updated last year
- R project in Google Summer of Code 2020☆37Dec 12, 2019Updated 6 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Jun 14, 2024Updated last year
- A shiny application to explore the basics of option evaluation☆15Sep 19, 2017Updated 8 years ago
- Python version of XKCD comic 2048☆11Sep 27, 2018Updated 7 years ago
- An R-package for obtaining real-time data from ALFRED database☆20Mar 21, 2023Updated 3 years ago