Alternatives and similar repositories for Nelson_Siegel_Svansson_python

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

• compfinezbook / ECON424
  Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…
  ☆13Updated 4 years ago
• ymlai87416 / ComputationalFinance_notebook
  Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot
  ☆11Updated 7 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆44Updated 4 years ago
• andreachello / Computational-Finance
  ☆14Updated 4 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆41Updated 5 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated 2 years ago
• edoberton / heston_nandi_garch
  Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…
  ☆15Updated 4 years ago
• QuantEcon / dynamic_factor_models
  ☆41Updated 6 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• weijie-chen / Notes_For_Macroeconomic_Analyst
  These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
  ☆30Updated 3 years ago
• GiulioRossetti94 / PyBondLab
  ☆33Updated 5 months ago
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 6 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆24Updated 4 years ago
• AlbertLin0327 / Least-Square-Monte-Carlo
  A Program to calculate the price of American put or call option with Least Square Monte Carlo
  ☆14Updated 2 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆36Updated 9 years ago
• TommasoBelluzzo / SystemicRisk
  A framework for financial systemic risk valuation and analysis.
  ☆177Updated 2 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆19Updated 3 years ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆31Updated 4 years ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆130Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• gusamarante / dsgepy
  Calibrate, estimate and analyze linearized DSGE models.
  ☆35Updated 7 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆20Updated last year
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆60Updated 2 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆78Updated 3 years ago
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆27Updated 2 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆43Updated 2 years ago
• as4456 / Leo_Krippner_SSR
  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
• TommasoBelluzzo / BaselTools
  A framework for estimating Basel IV capital requirements.
  ☆24Updated 6 years ago