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banam

bayes-capm

Bayesian Capital Asset Pricing Model

bayesfmm_function_on_function

Methods for Bayesian Function on Function Regression

bayesian-tensor-regression

This Repository contains short description, link to the paper and codes for Bayesian tensor regression

bayesian-testing-of-granger-causality-in-functional-time-series

函数时间序列的因果检验

bayesian_changepoint_pmcmc

Provides an inference routine for Bayesian inference in a change point copula model

bayesian_spatial_quantile_regression

bayesianml

Bayesian methods for machine learning course at CentraleSupélec

bayesianms-var-gc

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

bayesianms-var-gc-1

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

bayesiantutorials

Implementing MCMC sampling from scratch in R for various Bayesian models

bayesnam

Bayesian tools for the network autocorrelation model

bayespin

An R package for Bayesian estimation of the probability of informed trading.

bayesreg

Flexible Bayesian penalized regression modelling

bayest-caviar

An adaptive MCMC algorithm for Bayesian Threshold CAViaR model

bayesvar_tvp

R/C++ implementation of Bayes VAR models

bbsg

Generic Solver for Dynamic Portfolio Choice Models

bcf

My own copy of bayesian causal forest

bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting

bear-toolbox

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.

beautiful-visualization-with-r

《R语言数据可视化之美》配套代码

beg-fomc

Replication files for the paper "Asset pricing and FOMC press conferences"

behavioral-new-keynesian-model-aer-2020

Code repository for "A Behavioral New Keynesian Model" (AER, 2020)

behavioural-asset-pricing-and-market-mispricing

This project was carried under Dr. Suman Saurabh from IIT Kanpur as a part of Summer Project in 2021.

beliefs

Python code for Robust Identification of Investor Beliefs

betting-against-beta

betting-against-beta-1

bhdfm

Files for dissertation "Bayesian Hierarchical Dynamic Factor Models"

bic-optimal-groups-for-clustering

Computes the optimal number of groups for clustering based on BIC.

bidask

Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices