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GitHub topics: granger-causality-analysis

Agoons20/Portfolio-Mgmt-And-Machine-Learning-in-Finance

Investment Analysis and Asset Mgmt, Time Series Analysis & Forecasting, Machine Learning in Finance & Causal Inference Methods

Language: Jupyter Notebook - Size: 3.83 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 0 - Forks: 0

BNTechie/Statistical-tests

Permutational Multivariate Analysis of Variance, Causal mediation analysis, PCA, adjusted p_values, correlation amon distance matrix, power analysis, exat t_test, Fourier transform

Language: Jupyter Notebook - Size: 8.17 MB - Last synced at: 19 days ago - Pushed at: 19 days ago - Stars: 1 - Forks: 0

mwiecksosa/auxiliary_indicators

Detect new forecasting signals using time-varying nonlinear regression

Size: 16.2 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

saimanish-p/econometrics-tests

Additional statistical tests conducted using R as part of my masters dissertation.

Language: R - Size: 23.4 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

frapic98/Minutes-played-by-under-21-players-in-Serie-a

Minutes played by under 21 players in Serie A

Language: Jupyter Notebook - Size: 21.3 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

i6092467/GVAR

An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.

Language: Python - Size: 61.6 MB - Last synced at: about 1 year ago - Pushed at: about 2 years ago - Stars: 55 - Forks: 18

chenzhivis/Emission-Control-Global-Warming-Analysis-and-Prediction

This project is about energy efficiency and renewable energy topic. Developed multivariate time series model to forecast global warming. Analyzed various causes of global warming including energy consumption, emissions; examined correlation and causality of temperature, CO2 concentration, population time series. Discovered the logical connections, contributory factors, etc.

Language: Jupyter Notebook - Size: 6.51 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 7 - Forks: 1

ManuSinghYadav/Walmart-Sales-Forecast

Time series analysis and forecasting project based on Walmart Sales Data.

Language: Jupyter Notebook - Size: 3.54 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

sugbk18/Sectoral-Analysis-for-Indian-Economy

Top-Down Investment Strategy Optimization with Time Series Forecasting

Language: Jupyter Notebook - Size: 3.16 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

HNXJ/MentalArthGraph

Connectivity tools, classifiers and visualizers of EEG-based graphs(cortical)

Language: Python - Size: 84.5 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 0

TegveerG/CS505-NLP-FinalProject

This project is related to news coverage regarding COVID-19 around the world. Using LDA topic modeling, we have extracted topics in news about COVID- 19 over time and from different parts of the world.

Language: Jupyter Notebook - Size: 2.53 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0

Anne-FleurH/Budget-Reallocation

Explore omnichannel marketing and how a company can optimally allocate their budget across marketing channels to maximise sales using the VAR model.

Size: 7.05 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

asymppdc/asympPDC

The asympPDC Package is a MATLAB and Octave package for Partial Directed Coherence (PDC) and Directed Transfer Function (DTF) estimation with asymptotic statistics, allied functions and routines for Granger Causality Test and results pretty plotting.

Language: MATLAB - Size: 19.4 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 5 - Forks: 0

Related Keywords
granger-causality-analysis 13 time-series-analysis 2 granger-causality 2 sarimax-model 2 correlation-analysis 2 time-series 2 time-series-forecasting 2 pca-analysis 2 tukey-window 1 multiple-linear-regression 1 missing-data-imputation 1 sarima 1 arima-model 1 timeseries-forecasting 1 timeseries-analysis 1 renewable-energy 1 population-data 1 multivariate-timeseries 1 energy-efficiency 1 energy-data 1 energy-consumption 1 energy 1 earth-surface-temperature 1 cointegration-analysis 1 carbon-dioxide-concentration 1 pdc 1 partial-directed-coherence 1 octave 1 matlab 1 frequency-domain 1 dtf 1 directed-transfer-function 1 connectivity 1 vector-autoregressive 1 irf 1 budget-management 1 us-china-relations 1 topic-modeling 1 polls-data 1 natural-language-processing 1 lda-model 1 covid-19 1 statistical-analysis 1 spectral-analysis 1 mutual-information 1 graph-algorithms 1 deeplearning 1 clustering 1 permanova 1 mediation-analysis 1 distance-matrix 1 correlation-coefficient 1 vector-autoregression-models 1 textual-analysis 1 svm-model 1 randon-forest 1 logistic-regression 1 knn-regression 1 knn-classification 1 kmeans-clustering 1 gradient-boosting 1 extra-trees 1 efficient-frontier 1 decision-trees 1 dbscan-clustering 1 capital-market-line 1 autocorrelation-moving-average 1 autocorrelation 1 adaboost 1 machine-learning 1 interpretable-models 1 causality 1 autoregressive-neural-networks 1 transfermarket 1 python 1 football-analytics 1 changepoint-detection 1 price 1 oil 1 econometrics 1 dynamics 1 time-series-prediction 1 online-learning-algorithms 1 online-learning 1 online 1 nonstationary 1 forecasting 1 conditional-independence-test 1 conditional-independence 1 poweranalysis 1