zhan-gao / LasForecastView external linksLinks
Time series forecasting with Lasso-type shrinkage methods
☆12Oct 28, 2025Updated 3 months ago
Alternatives and similar repositories for LasForecast
Users that are interested in LasForecast are comparing it to the libraries listed below
Sorting:
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- A terribly-simple data base for time series☆14Dec 16, 2025Updated 2 months ago
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated last year
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 2 months ago
- Expected Shortfall Backtesting☆12Sep 3, 2023Updated 2 years ago
- GARCH models estimated using autodiff.☆17May 12, 2025Updated 9 months ago
- Modelling extreme values☆15Dec 11, 2025Updated 2 months ago
- Enhanced Portfolio Optimization (EPO)☆17Mar 5, 2024Updated last year
- Engle-Granger cointegration models in R☆17Feb 27, 2023Updated 2 years ago
- Testing for bubbles with R☆21Oct 19, 2019Updated 6 years ago
- Robust Econometric Inference for Predictive Regressions☆18Sep 20, 2025Updated 4 months ago
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 2 years ago
- R package for fitting dynamic panel models with maximum likelihood☆16Jan 22, 2024Updated 2 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆17Aug 21, 2025Updated 5 months ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago
- Forecasting for mlr3☆22Aug 16, 2024Updated last year
- 上海对外经贸大学（SUIBE）毕业论文Latex模板☆30Dec 5, 2023Updated 2 years ago
- Regression model building and forecasting in R☆31Updated this week
- LaTeX package for automatically putting proof environments in appendix☆30Jan 13, 2026Updated last month
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 4 months ago
- Set of templates and themes to apply CMAP graphics standards to R products.☆15Nov 26, 2025Updated 2 months ago
- Real Time Monitoring of Asset Markets with R☆33May 18, 2025Updated 8 months ago
- ☆10Nov 18, 2024Updated last year
- Forecast Combination in R☆29Aug 3, 2018Updated 7 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- A package for Bilateral and Multilateral Price Index Calculations☆11Jan 21, 2026Updated 3 weeks ago
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated 9 months ago
- ☆11Jul 14, 2018Updated 7 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- 跨境贸易电商企业上报海关支付原始数据☆38Apr 25, 2019Updated 6 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆38Dec 24, 2025Updated last month
- R package for Tools for Handling Extraction of Features from Time series (theft)☆42Jan 16, 2026Updated 3 weeks ago
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Nov 1, 2019Updated 6 years ago
- ☆10Apr 5, 2022Updated 3 years ago