marcobardoscia / nevaLinks
Network valuation in financial systems
☆36Updated 4 years ago
Alternatives and similar repositories for neva
Users that are interested in neva are comparing it to the libraries listed below
Sorting:
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- https://arxiv.org/abs/1805.01104☆116Updated 4 years ago
- ☆39Updated last year
- Demonstrations of how to use material in the Econ-ARK☆36Updated this week
- ☆40Updated 6 years ago
- Agent based-model of the banking system (NetLogo)☆11Updated 7 years ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Updated 8 years ago
- Python Programming Code for Dynamic Stochastic General Equilibrium Modeling☆40Updated 4 years ago
- ☆63Updated 11 months ago
- Statistical inference on machine learning or general non-parametric models☆44Updated last year
- Implementation of the models from "Monetary Economics 2e" by Godley and Lavoie, 2012☆80Updated 3 years ago
- A framework for financial systemic risk valuation and analysis.☆173Updated 2 years ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Updated 4 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
- Dynamic Stochastic Equilibrium Models (DSGE) in Python☆149Updated 7 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- A curated list of Vector Autoregression resources☆58Updated 2 years ago
- A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.☆56Updated last year
- Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe.☆143Updated last month
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Textual analysis of FOMC Transcripts. My research examines the relationship between words said during FOMC meetings, and changes in Feder…☆27Updated 7 years ago
- Financial research data services for academics.☆94Updated 7 months ago
- Bayesian Vector Autoregression in Python☆27Updated 6 years ago
- Jupyter Notebooks for https://datascience.quantecon.org☆44Updated 5 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆52Updated last year
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆30Updated this week
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆68Updated last year