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stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

stock-rnn

Predict stock market prices using RNN model with multilayer LSTM cells + optional multi-stock embeddings.

structest_w20

MACS 40200 (Winter 2020): Structural Estimation

structural-garch-deploy

Code to estimate Structural GARCH Model (Engle and Siriwardane (2017))

structural_vars

Econ 722, Spring 2020, UPenn

structuredinference

Structured Inference Networks for Nonlinear State Space Models

study_market

some test python when study financial market

sumhdfe

Summary and diagnostic information for evaluating within-fixed-effect variation.

summaryofloansuspension

全国各省市停贷通知汇总

supercent

supercent-paper

Replication materials for “Network Regression and Supervised Centrality Estimation”.

svar-msh-id

R Codes for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity

svar-msh-id-1

R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity

svariv

This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external instrument. See "Inference in Structural Vector Autoregressions identified by an external instrument" by J.L Montiel Olea, J. H. Stock, and M. W. Watson (2018) .

svars

R Package for data driven SVAR identification of impulse response functions

systemicrisk

A framework for systemic risk valuation and analysis.

systemicrisk-1

:exclamation: This is a read-only mirror of the CRAN R package repository. systemicrisk — A Toolbox for Systemic Risk

t-hurdles

Code for "Do t-stat hurdles need to be raised?"

t-var

Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatility Spillovers in Commodity Markets: A Large t-Vector AutoRegressive Approach", Energy Economics.

t81_558_deep_learning

Washington University (in St. Louis) Course T81-558: Applications of Deep Neural Networks

tail-risk-discovery

Tail-risk Connectedness Network and Systemic Risk in Chinese Financial Market

tenet

TENET: Tail-Event driven NETwork Risk

tenet_portfolio

tensor-dynamic-factor-model

tensorflow-2.x-tutorials

TensorFlow 2.x version's Tutorials and Examples, including CNN, RNN, GAN, Auto-Encoders, FasterRCNN, GPT, BERT examples, etc. TF 2.0版入门实例代码，实战教程。

tensorts

R package for autoregressive, reduced-rank, and factor models in time series.

text

text is an R-package for analysing text and numerical variables using NLP and ML

text-analysis

Explaining textual analysis tools in Python. Including Preprocessing, Skip Gram (word2vec), and Topic Modelling.

text-as-data-class-spring2021

Lectures and "flipped session" materials from my NYU DS "Text as Data" course, spring 2021

text-classification-cn

中文文本分类实践，基于搜狗新闻语料库，采用传统机器学习方法以及预训练模型等方法