pbharrin / pyconometrics
Python Econometrics toolbox, requires NumPy
☆26Updated 12 years ago
Alternatives and similar repositories for pyconometrics:
Users that are interested in pyconometrics are comparing it to the libraries listed below
- ☆16Updated 11 years ago
- Material from presentations☆13Updated 3 years ago
- Networks meet Finance in Python - July 27 2014☆23Updated 10 years ago
- ECON457 2018 Applied Computational Economics and Finance☆26Updated 7 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Demonstrations of how to use material in the Econ-ARK☆33Updated 3 months ago
- Jupyter notebooks contributed by QuantEcon developers, users and the community☆123Updated last year
- The Thalesians' LaTeX library☆11Updated 11 months ago
- Materials from the course Introduction to Computational Finance and Financial Econometrics https://www.coursera.org/course/compfinance☆19Updated 10 years ago
- R package for fitting the partially cointegrated model☆15Updated last year
- Files for Python Talk☆24Updated 8 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆20Updated 7 years ago
- Computational Financial Modeling☆31Updated 4 years ago
- Computation of Sparse Eigenvectors of a Matrix☆12Updated 6 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆27Updated 3 years ago
- This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergr…☆15Updated 5 years ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆13Updated 2 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 6 years ago
- ☆14Updated 5 years ago
- R package for inference on the Sharpe ratio.☆19Updated last month
- Companion code for my PyData talk: "Introduction to Probabilistic Programming with PyMC3"☆13Updated 5 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 9 years ago
- Python library for risk management in finance☆12Updated 2 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 years ago
- Finance 6470: Derivatives Markets☆11Updated 3 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Numerical computing labs☆10Updated 9 years ago
- IPython Notebook Servers in Docker Containers☆27Updated 9 years ago
- ☆19Updated 8 years ago