weijie-chen / Bayesian-Statistics-EconometricsLinks
Bayesian Statistics-Econometrics
☆87Updated last year
Alternatives and similar repositories for Bayesian-Statistics-Econometrics
Users that are interested in Bayesian-Statistics-Econometrics are comparing it to the libraries listed below
Sorting:
- A series of lessons on time series analysis with Python☆72Updated last year
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Introduction to statistics featuring Python. This series of lecture notes aim to walk you through all basic concepts of statistics, such …☆123Updated last year
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆41Updated 4 years ago
- ☆73Updated 2 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Affine Term-Structure Models: Theory and Implementation☆13Updated 5 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Python Nowcasting☆128Updated 4 years ago
- Pricing the Term Structure with Linear Regressions☆41Updated 7 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Updated 5 years ago
- Calculate U.S. equity (portfolio) characteristics☆96Updated last year
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆35Updated 2 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard☆80Updated 3 years ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated 2 months ago
- ☆108Updated 3 years ago
- Imputing missing stock anomalies data with EM implementation☆13Updated last year
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆40Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Elements of Financial Risk Management in Python☆12Updated 4 years ago
- Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques o…☆448Updated last year
- Asset allocation and Portfolio Management Course @ Baruch MFE☆15Updated 5 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆19Updated last year
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆35Updated 2 years ago
- ☆28Updated 4 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆29Updated 4 years ago
- ☆40Updated 6 years ago