pbharrin / pyconometricsLinks
Python Econometrics toolbox, requires NumPy
☆28Updated 12 years ago
Alternatives and similar repositories for pyconometrics
Users that are interested in pyconometrics are comparing it to the libraries listed below
Sorting:
- ☆16Updated 12 years ago
- Demonstrations of how to use material in the Econ-ARK☆35Updated last week
- Jupyter notebooks contributed by QuantEcon developers, users and the community☆122Updated 2 years ago
- Materials for a course at NYU Stern using Python to study economic and financial data.☆75Updated 9 years ago
- Reinhart Rogoff replication files: Python stats with IPython notebook☆28Updated last year
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- Materials from the course Introduction to Computational Finance and Financial Econometrics https://www.coursera.org/course/compfinance☆19Updated 11 years ago
- Finance 6470: Derivatives Markets☆10Updated 4 years ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Updated 2 years ago
- Computational Financial Modeling☆30Updated 4 years ago
- Currency Portfolio Optimization - IPython notebook and data☆26Updated 9 years ago
- Quantitative Economics with Python Course (NYU) Spring 2016☆59Updated 9 years ago
- R package for inference on the Sharpe ratio.☆20Updated 7 months ago
- This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergr…☆17Updated 6 years ago
- Materials used in class when teaching Data Bootcamp at NYU Stern.☆26Updated 7 years ago
- Code Repository to Support QuantEcon Lecture Site☆53Updated 6 years ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Updated 8 years ago
- R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis☆28Updated 9 years ago
- This is all my random garbage.☆26Updated 2 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 10 years ago
- Pre-processes lending club loan data and concatenates into one large file.☆40Updated 5 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.☆26Updated 9 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 6 years ago
- ☆13Updated 6 years ago
- Financial modeling in R☆24Updated 4 years ago
- Graduate level econometrics labs in Python/R☆45Updated 12 years ago
- 2017 QuantEcon PhD Workshops on Computational Economics☆27Updated 7 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago