out-of-sample

There are 1 repository under out-of-sample topic.

• thiago-os / Dissecting

  Code to generate all tables and figures of "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios", Critical Finance Review (forthcoming).

  asset-pricingreturn-forecastpredictabilityout-of-sampleequity-premiumbook-to-marketsmachine-learning
  Language:Jupyter Notebook 2

• kkopczewska / bootstrapping

  It contains codes and data to replicate paper on Spatial bootstrapped microeconometrics forecasting for out-of-sample geo-locations in big data

  spatialbootstrapclusteringpampredictionforecasting-modelsout-of-samplegeolocationpoints
  1

• devinaa1604 / Time_Series_Analysis_on_Yen

  This project aims to predict future yen prices using time-series models such as ARIMA as well as making out of sample and in sample predictions on Python

  arima-forecastinghodrick-prescott-filterin-samplemultiple-linear-regressionout-of-sampletime-series-analysisyen
  Language:Jupyter Notebook 0

• NamNguyen-hub / IdentifyingUnsustainableGap

  Usage of model averaging to improve total credit gap as predictor of financial crises

  cross-validationforecastingmodel-averagingout-of-samplepredictionsynthesized-data
  Language:R 0