Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation application software in exercises to estimate volatility, correlations, stability, regressions, and statistical inference using financial time series. Topic 1: Time series properties of stock market returns and prices…
☆46Jan 13, 2021Updated 5 years ago
Alternatives and similar repositories for Empirical-Method-in-Finance
Users that are interested in Empirical-Method-in-Finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine Learning for Economists and Business Analysts☆26Mar 12, 2026Updated 2 weeks ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- ☆25Aug 19, 2017Updated 8 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- My replication of financial papers.☆20Aug 2, 2018Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆10Jul 29, 2020Updated 5 years ago
- Solves and simulates the Hugget JECD (1993) Economy☆12Nov 29, 2021Updated 4 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Jan 5, 2020Updated 6 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated last year
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆12Sep 18, 2020Updated 5 years ago
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Alpha191☆13May 23, 2022Updated 3 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- ☆78Dec 22, 2022Updated 3 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Oct 11, 2017Updated 8 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- ☆17Nov 17, 2021Updated 4 years ago
- Advanced dynamic programming☆26Oct 24, 2023Updated 2 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆22Aug 8, 2022Updated 3 years ago
- Bayesian Logistic Regression with Hyper-LASSO priors☆10Dec 14, 2025Updated 3 months ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Financial Theory Course (MSc, Julia code)☆68Jan 27, 2026Updated 2 months ago
- 31761 - Renewables in Electricity Markets☆15Jun 16, 2020Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- Full stack stock trading application with focus on "premarket gapper" stocks and opening range breakout strategy☆14May 7, 2021Updated 4 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- Python code for Robust Identification of Investor Beliefs☆15Jan 6, 2021Updated 5 years ago
- Empirical Finance Course (PhD, Julia code)☆38Nov 24, 2024Updated last year
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 4 months ago
- ☆17Jul 22, 2021Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Python modules for time-series analysis and empirical asset pricing.☆18May 16, 2020Updated 5 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated last year
- ☆88Jan 22, 2019Updated 7 years ago
- ☆22Jul 6, 2023Updated 2 years ago
- 文本挖掘和社会网络分析☆10Jun 20, 2022Updated 3 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 4 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆18Jul 24, 2022Updated 3 years ago