Alternatives and similar repositories for midaspy

Users that are interested in midaspy are comparing it to the libraries listed below

• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆65Updated 3 years ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆62Updated 3 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆128Updated 4 years ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆89Updated this week
• lixixibj / DeepVARwT-data-code
  ☆20Updated last week
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆95Updated last year
• Mcompetitions / M6-methods
  Data, Benchmarks, and methods submitted to the M6 forecasting competition
  ☆119Updated 11 months ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆116Updated 4 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆232Updated 2 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆61Updated 2 years ago
• microprediction / m6entry
  ☆20Updated 2 years ago
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆27Updated 6 years ago
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆308Updated last week
• jessegrabowski / statespace-presentation
  Presentation materials for PyMC Statespace
  ☆25Updated last year
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆102Updated 2 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆115Updated 2 years ago
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆70Updated last year
• GiulioRossetti94 / PyBondLab
  ☆28Updated 2 months ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆234Updated 3 years ago
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 10 months ago
• TommasoBelluzzo / SystemicRisk
  A framework for financial systemic risk valuation and analysis.
  ☆175Updated 2 years ago
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆114Updated last year
• bank-of-england / Shapley_regressions
  Statistical inference on machine learning or general non-parametric models
  ☆44Updated last year
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆47Updated last year
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆58Updated last year
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 9 years ago
• cvxgrp / cov_pred_finance
  ☆67Updated 3 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago