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☆42Mar 29, 2023Updated 3 years ago
- Python implementation of the midasml approach☆32May 15, 2025Updated last year
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆28Aug 13, 2023Updated 2 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- predicting US Federal interest rate changes using the text of Fed press releases☆15Jul 1, 2023Updated 3 years ago
- Machine learning time series regressions☆14Jul 18, 2025Updated last year
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆20Sep 20, 2023Updated 2 years ago
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 years ago
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆11Sep 18, 2020Updated 5 years ago
- ☆18Jul 22, 2021Updated 5 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
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 11 months ago
- A Matlab Package to implement Bayesian Inference, forecast and simulation for stochastic volatility models including LSTM-SV, SV, etc.☆21Apr 25, 2023Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 10 years ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆15Feb 7, 2024Updated 2 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 2 years ago
- ☆11May 5, 2023Updated 3 years ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆19Aug 8, 2020Updated 5 years ago
- ☆28Jun 23, 2026Updated last month
- ☆21Feb 6, 2022Updated 4 years ago
- Ambrogio Cesa-Bianchi's VAR Toolbox☆190Jun 29, 2026Updated 3 weeks ago
- Inference for Gaussian copula factor models and its application to causal discovery.☆14Feb 11, 2020Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Nowcasting macroeconomic indicators using Google Trends☆10Jun 23, 2022Updated 4 years ago
- ☆85Dec 12, 2024Updated last year
- 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
- Analyze central bank announcements☆76May 19, 2026Updated 2 months 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
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated 2 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
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆162Dec 15, 2025Updated 7 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Build custom model types for estimation.☆12Jul 1, 2026Updated 3 weeks ago
- R project in Google Summer of Code 2020☆36Dec 12, 2019Updated 6 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Jun 14, 2024Updated 2 years ago
- 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
- Unlocking the power of computation to solve richer economic models☆41Jul 17, 2026Updated last week