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statespacer: State Space Modelling in R
Feng Li's Course Materials for Statistical Computing
Repository for the Statistical Foundation of Machine Learning class (INFO-F-422).
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
Predict stock market prices using RNN model with multilayer LSTM cells + optional multi-stock embeddings.
MACS 40200 (Winter 2020): Structural Estimation
Code to estimate Structural GARCH Model (Engle and Siriwardane (2017))
Econ 722, Spring 2020, UPenn
Structured Inference Networks for Nonlinear State Space Models
some test python when study financial market
Summary and diagnostic information for evaluating within-fixed-effect variation.
全国各省市停贷通知汇总
Replication materials for “Network Regression and Supervised Centrality Estimation”.
R Codes for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
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) .
R Package for data driven SVAR identification of impulse response functions
Synthetic-Control-and-Clustering taught by Alberto Abadie
This is an archive of systemic risk models from https://notebooks.azure.com/ian-buckley/. Languages include the three supported languages on Azure notebooks, namely, python, R & F#. These notebooks rely on public domain libraries & packages shared by many authors.
A framework for systemic risk valuation and analysis.
:exclamation: This is a read-only mirror of the CRAN R package repository. systemicrisk — A Toolbox for Systemic Risk
Code for "Do t-stat hurdles need to be raised?"
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.
Washington University (in St. Louis) Course T81-558: Applications of Deep Neural Networks
Tail-risk Connectedness Network and Systemic Risk in Chinese Financial Market
TENET: Tail-Event driven NETwork Risk
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。
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.