granger-causality-analysis
There are 1 repository under granger-causality-analysis topic.
i6092467 / GVAR
An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.
Language:Python 62asymppdc / 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 17chenzhivis / 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 9stepeter / EEG_perturbations_analysis
Source localization and connectivity analysis of high-density EEG data
Language:MATLAB 7HNXJ / MentalArthGraph
Connectivity tools, classifiers and visualizers of EEG-based graphs(cortical)
Language:Python 6ahaghnejad / BPGC
This repository contains the Matlab code for implementing the bootstrap panel Granger causality procedure proposed by Kónya (Kónya, L. Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978-992, 2006), which is based on the seemingly unrelated regressions (SUR) systems and the Wald tests with individual-specific bootstrap critical values, and accounts for both cross-sectional error dependence and slope heterogeneity across individual units.
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.
sugbk18 / Sectoral-Analysis-for-Indian-Economy
Top-Down Investment Strategy Optimization with Time Series Forecasting
Language:Jupyter Notebook 1TegveerG / 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 1Agoons20 / Portfolio-Mgmt-And-Machine-Learning-in-Finance
Investment Analysis and Asset Mgmt, Time Series Analysis & Forecasting, Machine Learning in Finance & Causal Inference Methods
adaboostautocorrelationcapital-market-linedbscan-clusteringdecision-treesefficient-frontierextra-treesgradient-boostinggranger-causality-analysiskmeans-clusteringknn-classificationknn-regressionlogistic-regressionpca-analysisrandon-forestsvm-modeltextual-analysisvector-autoregression-modelsautocorrelation-moving-averageLanguage:Jupyter Notebook 0frapic98 / under-21-mins-Serie-a
Minutes played by under 21 players in Serie A
Language:Jupyter Notebook 0ManuSinghYadav / Walmart-Sales-Forecast
Time series analysis and forecasting project based on Walmart Sales Data.
Language:Jupyter Notebook 0BhadraNivedita / 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