Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"
☆10Apr 20, 2023Updated 3 years ago
Alternatives and similar repositories for varfxi
Users that are interested in varfxi are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quantile Local Projections☆13Aug 8, 2022Updated 3 years ago
- Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.☆15Mar 5, 2022Updated 4 years ago
- ☆66Sep 6, 2024Updated last year
- A Toolkit for Computing Constrained Optimal Policy Projections☆17Aug 1, 2022Updated 3 years ago
- ☆18Jun 27, 2024Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Minm Is Not Meta: One way to get several RMarkdown-using packages☆11Dec 20, 2025Updated 7 months ago
- Writing better R code☆11Jan 3, 2014Updated 12 years ago
- Univariate_ARIMA_models, ARCH/GARCH Volatility Forecasting models, VAR model for macro fundamentals forecasts☆16Jan 25, 2021Updated 5 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆29Aug 25, 2022Updated 3 years ago
- Project includes scripts to set up a securities master database with stock and ETF timeseries data☆11Apr 20, 2016Updated 10 years ago
- ☆11Dec 17, 2018Updated 7 years ago
- Dynamic Factor Models for R☆45Jun 18, 2026Updated last month
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆18Jan 21, 2019Updated 7 years ago
- Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).☆13Aug 30, 2018Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models☆14Mar 11, 2026Updated 4 months ago
- Weekly exercises of the course of Stochastic Methods for Finance.☆11Apr 22, 2025Updated last year
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- Curated list of Moroccans publishing in the most prestigious AI conferences☆11Jul 6, 2026Updated 3 weeks ago
- In this project, this research generally investigates the financial time series such as the price & return of NASDAQ Composite Index usin…☆12Dec 7, 2018Updated 7 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆17Dec 19, 2019Updated 6 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆31Dec 21, 2025Updated 7 months ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 6 years ago
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- A solver for Linear Rational Expectation Models☆11Apr 30, 2024Updated 2 years ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 10 years ago
- ☆34Feb 3, 2023Updated 3 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- Python Jupyter notebook for sharpe ratio based cryptocurrency portfolio optimization using Monte-Carlo method☆18Mar 11, 2021Updated 5 years ago
- Empirical Finance Course (PhD, Julia code)☆40Nov 24, 2024Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Python code to integrate Lotka-Volterra equations for Predator-Prey systems☆13Aug 10, 2018Updated 7 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Mar 15, 2023Updated 3 years ago
- One-week side project to play around stochastic optimization (how to take *good* decisions under uncertainty)☆11Aug 16, 2022Updated 3 years ago
- Competitive Lotka–Volterra equations, solved using Runge-Kutta methods. Four dimensional system.☆12Dec 31, 2025Updated 6 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.☆24Nov 14, 2020Updated 5 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago