Vector Autoregression augmented with deep learning.
☆17Jan 17, 2024Updated 2 years ago
Alternatives and similar repositories for deepvars
Users that are interested in deepvars are comparing it to the libraries listed below
Sorting:
- Gradually build up a life-cycle model☆22Feb 23, 2026Updated last week
- This is a read-only mirror of the CRAN R package repository. plm — Linear Models for Panel Data. Homepage: https://cran.r-project.org/p…☆21Nov 13, 2025Updated 3 months ago
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 9 years ago
- This is something I have decided to do to make something good come out of the current covid situation. Here I will put the publicly avail…☆12Sep 6, 2021Updated 4 years ago
- Computational Finance and FinTech / M.Sc. International Finance / Berlin School of Economics and Law Berlin☆17Jun 9, 2025Updated 8 months ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- ☆62Updated this week
- Using spaCy and NLTK along with a Bag of Words approach, this repo automates the process of combing through FOMC minutes transcripts to d…☆12Feb 11, 2021Updated 5 years ago
- ☆33Aug 20, 2024Updated last year
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Feb 10, 2020Updated 6 years ago
- Building up from a simple OLG☆10Feb 2, 2026Updated last month
- Financial Machine Learning with R☆15Jan 26, 2020Updated 6 years ago
- ☆18Jan 13, 2026Updated last month
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆47Aug 19, 2024Updated last year
- R package for accessing the FMP Cloud API☆12Feb 2, 2024Updated 2 years ago
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- tests for cohort-level heterogeneity in panel regression☆11Mar 12, 2025Updated 11 months ago
- This repository contains the code to generate results from the paper "Artificial Neural Networks to solve dynamic programming problems: a…☆10May 24, 2024Updated last year
- ☆11Apr 17, 2023Updated 2 years ago
- ☆13Jun 9, 2023Updated 2 years ago
- A PhD course in Applied Econometrics and Panel Data☆10Apr 9, 2021Updated 4 years ago
- Add Methods to R6 Class Definition☆11Jan 16, 2022Updated 4 years ago
- A terribly-simple data base for time series☆14Dec 16, 2025Updated 2 months ago
- Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regu…☆16May 19, 2022Updated 3 years ago
- Write events for TensorBoard☆11Jun 27, 2024Updated last year
- The MedDataSets package provides a comprehensive collection of datasets related to medicine, diseases, treatments, drugs, and public heal…☆11Oct 24, 2024Updated last year
- ☆14Mar 3, 2025Updated last year
- An R package for Neural Nets created using nnlib2☆13Mar 5, 2025Updated last year
- Functions for executing trading strategies via the API of Interactive Brokers☆15Oct 29, 2021Updated 4 years ago
- Time Series Forecasting Using KNN☆11Dec 20, 2023Updated 2 years ago
- Effortless Bayesian Deep Learning through Laplace Approximation for Flux.jl neural networks.☆49Feb 5, 2026Updated last month
- Snakemake template for building reusable and scalable machine learning pipelines with mikropml☆13Feb 26, 2025Updated last year
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 2 years ago
- a Stata module for machine learning (ML) algorithms, implemented within R using rcall package☆10May 10, 2023Updated 2 years ago
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆15Jul 6, 2021Updated 4 years ago
- Learning Finite State Machine Models from Data with a Genetic Algorithm☆11Dec 1, 2025Updated 3 months ago
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- timeseriesdatasets R Package - A collection of time series data sets for the R programming language☆10Sep 13, 2024Updated last year
- R package for managing virtual machines in Azure☆15Jan 30, 2023Updated 3 years ago