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: 1 day ago - Pushed at: 2 days ago - Stars: 0 - Forks: 0

Shanmukhi1920/Sales-Forecasting

Forecasting superstore sales using advanced time series models in R.

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AnieBee/ClusterVAR

Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.

Language: R - Size: 46.4 MB - Last synced at: 25 days ago - Pushed at: 4 months ago - Stars: 2 - Forks: 1

rodrigolourencofarinha/2020-Econometrics-Time-Series

Applied paper using VAR and VEC models on the Nielsen cookies dataset. This was the final assignment for the Advanced Econometrics course at the São Paulo School of Economics, Getulio Vargas Foundation, with a focus on time series analysis.

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BNTechie/Timeseries-forecasting

Forecasting monthly sales witNh LSTM, Forecasting with RNN, Vector-autoregressive model

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TejaswiniKatale/Recession-Domain-Adapted-Feature-Selection-Technique

A Novel Methodology of Domain Wise feature selection approach which is capable of identifying the interrelationships by focusing on Domain-Wise feature selection. It ensures that correlated and similar features are considered together by grouping them in similar domains based on correlation values

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jolly-io/Stock_Markets_Assymetric_Volatility_Spillover_Effects

I investigate the Asymmetric Volatility Spillover Effects within and across six major International stock markets. United States, Canada, France, Germany, Italy & Japan

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hlz-922/power-consumption-analysis

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ylefay/high_dimensional_vector_autoregression

Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.

Language: Jupyter Notebook - Size: 72 MB - Last synced at: 4 months ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 1

ayushgagarwal/AQI-prediction

Predicting the Air Quality Index of 100+ counties across the USA

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EconMaett/bsvars

An R package for Bayesian Estimation of Structural Vector Autoregressive Models

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xxl4tomxu98/econometrics-gdp-dpi-VAR

Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time Series (BSTS).

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olesyamba/Time_series

Current repository depicts R usability for time series modeling. Number of scripts represents preprocessing time series, modeling AR, MA, ARIMA with seasonality, ARCH, GARCH, VAR, VECM including statistical testing process and robust check.

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olesyamba/Time_series_nasdaq-project

Time series preprocessing. (G)ARCH, VECM, VAR modeling on stock data.

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jashshah-dev/Time-Series-Forecasting-of-Macro-Economic-Parameters

Time Series Analysis of Macro Economic Parameters using Vector Auto Regression Model

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mpokojovy/mvvasicek

ML Estimation for Discrete Multivariate Vasicek Processes

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xxl4tomxu98/vector-autoregressive-model-wage-inflations

An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages like R statistical programming language with R Studio could also be used.

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