var-model

There are 0 repository under var-model topic.

IvanildoBatista / Series-Temporais
Projetos de modelagem e previsão de séries temporal em linguagem Python e linguagem R. Usarei vários modelos de bibliotecas e pacotes usados para tratamento, modelagem e previsão de séries temporais. Falarei um pouco sobre cada uma delas, gerarei a validação e as previsões e, por fim, realizarei a avaliação com a métricas pertinentes.
arima-model autots sarima sarimax var-model impact linear-regression prophet-facebook lstm modeltime modeltime-gluonts vecm gluonts atspy neuralprophet darts mann-kendall
Language:Jupyter Notebook 67
KevinDepedri / AI-for-Finance
Stock market prediction on 5 italian companies using VAR model, OLS regressions and LSTM recurrent neural networks over data retrieved from Refinitiv Eikon
keras-tensorflow lstm ols ols-regression ols-regression-model rnn seasonality statsmodels stock-market-prediction stock-price-prediction var var-model
Language:Jupyter Notebook 2
austinlimjingzhe / exchangeratepolicy
SMU ECON248 "Financial Market and Monetary Policy" project. A Vector Autoregression (VAR) model was used to evaluate the use of exchange rate as monetary policy to achieve Economic Growth and Price Stability in Vietnam. Data obtained from SEIC database.
var-model economics
Language:R 1
Blaieet / Master-thesis
MSc thesis about sales forecasting in high-dimensional contexts taking into account product relationships and promotions
sales-forecasting sales-prediction bussiness-intelligence xgboost var-model time-series time-series-analysis data-cleaning master-thesis
Language:Jupyter Notebook 1
Avinash793 / time-series-analysis-examples
Detailed implementation of various time series analysis models and concepts on real datasets.
acf ar-model arima-model arma-model dickey-fuller-test forecasting-models garch-models hidden-markov-models model-diagnostics model-selection-and-evaluation pacf q-q-plot random-walk residuals time-series-analysis time-series-decomposition time-series-forecasting var-model volatility-modeling white-noise
Language:Jupyter Notebook 0
NishantD6 / Media-Prejudice-Project
Masters Thesis Project on Media Prejudice
var-model vector-autoregression-models data-scraping data-cleaning data-wrangling predictive-modeling
Language:Jupyter Notebook 0
psanghal / time_series_forecasting
Forecasting COVID-19 Cases
arima-model granger-causality time-series var-model cosine-similarity dynamic-time-warping euclidean-distance covid-19 forecasting stationary-test
Language:Jupyter Notebook 0
CaoBittencourt / Econometrics-II
Estimação de modelos VAR(3) e VAR(10) para 91 países no período de 1960 a 2019, a fim de testar a causalidade de Granger entre as variáveis de Poupança Interna Bruta e crescimento do Produto Interno Bruto per capita.
gdp-growth investment national-accounts savings var-model vector-autoregression
Language:R
sadpepep / VaR_modelling
Modelling data using the VaR
var-forecasting var-model
Language:Jupyter Notebook
sohdas / var-data-generation
Generate time-series data using VAR model parameters (AI@UW engr-stocks group)
time-series time-series-prediction var-model vector-autoregressive
Language:Jupyter Notebook
thedhruvrawat / findev
Codebase for Term Paper of course ECON F244: Economics of Growth and Development at BITS Pilani, Pilani campus (Spring '21)
time-series-analysis time-series-forecasting var-model vector-autoregression
Language:Jupyter Notebook

var-model

IvanildoBatista / Series-Temporais

KevinDepedri / AI-for-Finance

austinlimjingzhe / exchangeratepolicy

Blaieet / Master-thesis

Avinash793 / time-series-analysis-examples

NishantD6 / Media-Prejudice-Project

psanghal / time_series_forecasting

CaoBittencourt / Econometrics-II

sadpepep / VaR_modelling

sohdas / var-data-generation

thedhruvrawat / findev