Topic: financial-econometrics Goto Github
Some thing interesting about financial-econometrics
Some thing interesting about financial-econometrics
financial-econometrics,This is my personal website code
User: ahoundetoungan
Home Page: https://ahoundetoungan.com
financial-econometrics,Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
User: asaficontact
financial-econometrics,In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
User: asaficontact
financial-econometrics,ARCH models in Python
User: bashtage
financial-econometrics,This repository includes different R scripts (with the data used) for the study and application of different topics from the study of Econometrics.
User: jacobo-campo
financial-econometrics,This repo contains a compiled dataset of Ethereum prices and R code for the detection of speculative bubbles using backward supremum augmented Dickey-Fuller procedure.
User: misacodes
financial-econometrics,Hurst exponent evaluation and R/S-analysis in Python
User: mottl
financial-econometrics,Coding projects I have worked on, in R and Python. Predominantly includes utilizing code to recreate the Black Sholes Model, Greek Option calculator, Stochastic Process and Brownian Motion and other data science applications for finance. Python was also used primarily for machine learning applications in finance, using various functions from sklearn, random forests, among others to perform predictive analysis on data such as forecasting bitcoin prices, predicting loan default probability, and building neural networks with TensorFlow. R project involves importing datasets from excel as well as using R functions to relabel and tweak datasets that were initially incompatible. R was predominantly used to perform econometric analysis of data as well as basic statistical functions like finding P value and T value.
User: neilyejjey1999
financial-econometrics,SMARTboost (boosting of smooth symmetric regression trees)
User: paologiordani
financial-econometrics,SMARTboost (boosting of smooth symmetric regression trees)
User: paologiordani
financial-econometrics,Bayesian inference for Generalized Autoregressive Score models.
User: robinniesert
financial-econometrics,Code and documents from Econ 690 at Duke
User: sakethaleti
financial-econometrics,Code for the paper "Realized Semi(Co)Variation: Signs that All Volatilities are Not Created Equal"
User: sakethaleti
financial-econometrics,My project (in R) about analyzing the effect of the first COVID-19 outbreak to the Vietnam's stock market.
User: tunglinhpham
financial-econometrics,This is a project replicating the result of John Cochrane's famous paper about return's predictability (https://www.jstor.org/stable/40056861)
User: tunglinhpham
financial-econometrics,Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
User: yaldan
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