Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: vector-autoregressive
justinjjlee/julia-FactorAugmentedVectorAR.jl
Implementation of Factor-augmented Vector Autoregressive process (FAVAR(p)).
Language: Julia - Size: 8.79 KB - Last synced: 4 months ago - Pushed: about 4 years ago - Stars: 1 - Forks: 0
YannickKae/Multivariate-Forecasting-VAR-vs.-LSTM
VAR vs. LSTM: Multivariate Forecasting of Factor Returns
Language: Jupyter Notebook - Size: 4.09 MB - Last synced: 4 months ago - Pushed: about 1 year ago - Stars: 4 - Forks: 0
open-risk/scenarioGenerator
A python library for generating macro-economic scenarios
Language: Python - Size: 15.6 KB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 8 - Forks: 2
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: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0
Jsos17/A_Vector_Autoregressive_Model
Building a vector autoregressive model with R. My coursework for the course Time Series Analysis II (offered by University of Helsinki's Master's Programme in Mathematics and Statistics), spring 2020.
Language: TeX - Size: 3.71 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 1 - Forks: 1
Sujeeth-Shetty/deep-learning
Deep Learning Specialization. Master Deep Learning, and Break into AI
Language: Jupyter Notebook - Size: 18 MB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 3 - Forks: 0
sohdas/var-data-generation
Generate time-series data using VAR model parameters (AI@UW engr-stocks group)
Language: Jupyter Notebook - Size: 530 KB - Last synced: about 1 year ago - Pushed: over 4 years ago - Stars: 0 - Forks: 0
