Yizhan-Oliver-Shu/jump-models

Statistical Jump Models in Python, with scikit-learn-style APIs

Language: Python - Size: 3.83 MB - Last synced at: 7 days ago - Pushed at: 3 months ago - Stars: 66 - Forks: 26

kokikwbt/ssmf

Language: Python - Size: 4.03 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 14 - Forks: 3

DanWaxman/Lintel

[FUSION 2024] A Gaussian Process-based Streaming Algorithm for Prediction of Time Series With Regimes and Outliers

Language: Jupyter Notebook - Size: 5.17 MB - Last synced at: 18 days ago - Pushed at: 9 months ago - Stars: 1 - Forks: 0

roga11/MSTest

This package implements hypothesis testing procedures that can be used to identify the number of regimes in a Markov-Switching model.

Language: R - Size: 75.2 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 1

jianzhi-1/US-Unemployment-Switching-Model

STAT 230A Final Project: Exploring Regime-adaptive Linear Models for Time Series Forecasting

Language: R - Size: 1.87 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

erfansalavati/trading_strategies

Implementations of various trading strategies

Language: MATLAB - Size: 18.6 KB - Last synced at: over 1 year ago - Pushed at: about 6 years ago - Stars: 3 - Forks: 1

joseortega31/MacroLoss

Bayesian Estimation of Loss Aversion in Regime-Switching DSGE

Size: 638 KB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

Paul-Haimerl/Regime-SW-UC-COVID-19

Modeling the COVID-19 Infection Rates by Regime Switching Unobserved Components Models

Language: R - Size: 30.5 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 1

jeckonov/Financial-analysis

Automatized-analysis-via-yfinance-API. First-notebook -> Value at Risk at various confidence level for multiple assets

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sam14032000/recession_study

Predicting economic recession in developed and developing countries using regime-switching model

Language: Jupyter Notebook - Size: 702 KB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 0 - Forks: 0