shizelong1985 Goto Github PK

mixtape-website

ml-finance_group

ml-for-econometrics

计量中的ML方法

ml-hft

High frequency trading (HFT) strategies built for futures using machine learning and deep learning techniques

ml-in-equity-prediction

My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"

ml-quantamental

Machine Learning-Driven Quantamental Investing

ml_finance_codes

Machine Learning in Finance: From Theory to Practice Book

ml_yield_erl

Code for replicating "Machine learning methods for crop yield prediction and climate change impact assessment in agriculture", Environmental Research Letters, 2018

mle-srisk

This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

mle_phd_oslo

mlecon

Machine Learning for Economic Modeling

mlfactor.github.io

Website dedicated to a book on machine learning for factor investing

mlrtime

A Stata package for running machine learning analyses in R

mmidas

Multivariate Mixed Frequency Data Sampling Model, an extension of Ghysels (2008) single variable MIDAS.

models-by-example

各种实证方法的R程序By-hand code for models and algorithms. An update to the 'Miscellaneous-R-Code' repo.

modeltime.ensemble

Time Series Ensemble Forecasting

momentum

Replication of momentum strategy

mp_highfrequencyuk

Replication codes for the UK VAR identified with high frequency monetary policy surprises in Cesa-Bianchi, Thwaites, Vicondoa (2020, EER)

mpr

Replication fles for numerical solution in "Monetary Policy, Redistribution, and Risk Premia"

ms-var

msar_code

mscovar

msrnn

Markov Switching RNNs

msvartoolbox

A toolbox for common tasks in Markov-Swtiching VAR analysis

mtbook

《机器翻译：统计建模与深度学习方法》肖桐 朱靖波 著 - Machine Translation: Statistical Modeling and Deep Learning Methods

mtvgarch

R Package: Multiplicitive tv-garch object for analysing time-varying time series with smooth transitions

multi-factor-model

Barra multi factor model.

multibreak

Implements the multivariate time series break detection of Bai, Lumsdaine and Stock (1998)

multilevel_wavelet_decomposition_network_pytorch

This project is the pytorch implementation version of Multilevel Wavelet Decomposition Network.

multiplebubbles

:exclamation: This is a read-only mirror of the CRAN R package repository. MultipleBubbles — Test and Detection of Explosive Behaviors for Time Series