Time series forecasting with Lasso-type shrinkage methods
☆13Jun 23, 2026Updated 4 months ago
Alternatives and similar repositories for LasForecast
Users that are interested in LasForecast are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆10Dec 6, 2024Updated last year
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 4 years ago
- Time Series Cross-Validation☆10Oct 22, 2026Updated 2 weeks ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 7 months ago
- Julia codes for the Bayesian estimation of a 3-equation New Keynesian DSGE model☆10Jan 31, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Applied Economic Forecasting Using Time Series Methods By Eric Ghysels, Massimiliano Marcellino (Python)☆10Jan 26, 2019Updated 7 years ago
- Instrumental Variable Quantile Regression☆16Jul 17, 2023Updated 3 years ago
- A package implements Classifier-Lasso☆11Apr 20, 2020Updated 6 years ago
- Multivariate models for forecasting purposes☆12Oct 21, 2026Updated 2 weeks ago
- Expected Shortfall Backtesting☆13Sep 3, 2023Updated 3 years ago
- Robust Econometric Inference for Predictive Regressions☆17Updated this week
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- 上海对外经贸大学（SUIBE）毕业论文Latex模板☆33Dec 5, 2023Updated 2 years ago
- Forecast Combination in R☆29Aug 3, 2018Updated 8 years ago
- 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.
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 2 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆13Jun 1, 2015Updated 11 years ago
- ☆10Nov 27, 2025Updated 11 months ago
- Vector Autoregression augmented with deep learning.☆17Jan 17, 2024Updated 2 years ago
- Real Time Monitoring of Asset Markets with R☆34May 18, 2025Updated last year
- 跨境贸易电商企业上报海关支付原始数据☆38Apr 25, 2019Updated 7 years ago
- A lasso solver on the GPU☆12May 19, 2013Updated 13 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- R package for fitting dynamic panel models with maximum likelihood☆16Apr 6, 2026Updated 7 months ago
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated last year
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- Generalized Autoregressive Score Models in R☆18Aug 17, 2025Updated last year
- Testing for bubbles with R☆20Oct 19, 2019Updated 7 years ago
- 基于Python+Flask+MySQL的数据微中台，支持数据库管理、数据收集（某乎爬虫等）等功能☆10Sep 4, 2020Updated 6 years ago
- MNVBC项目裁判文书的清洗代码☆12Sep 11, 2025Updated last year
- Modelling extreme values☆15Oct 23, 2026Updated 2 weeks ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆16Aug 18, 2021Updated 5 years ago
- GARCH models estimated using autodiff.☆20Oct 9, 2026Updated 3 weeks ago
- LaTeX package for automatically putting proof environments in appendix☆34Updated this week
- A four-dimensional goban☆11May 1, 2026Updated 6 months ago
- 政府文章爬虫，爬取浙江经济相关网站的文章信息，使用webmagic爬虫框架，并将爬取到的文章信息放入mysql数据库中，使用mybatis作为数据库操作框架。☆10Jan 17, 2018Updated 8 years ago
- Trade visualization project based on UN Comtrade or HMRC data☆10Oct 11, 2026Updated 3 weeks ago
- Python implementation of the midasml approach☆34May 15, 2025Updated last year