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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

systemicrisk-2

Estimates semiparametric systemic risk (CoVaR and MES) regression models and evaluates systemic risk forecasts

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。

tensorpca

Tensor Principal Component Analysis ---> https://arxiv.org/abs/2212.12981

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

text-mining-fomc

This project aims to breakdown the general sentiment as well as topics discussed by the FOMC with the help of Text Mining techniques.

text2vec

text2vec, text to vector. 文本向量表征工具，把文本转化为向量矩阵，实现了Word2Vec、RankBM25、Sentence-BERT、CoSENT等文本表征、文本相似度计算模型，开箱即用。

text_algorithms_econ

text_econ_2022

Materials for PhD course on text data in economics

text_mining_imf

Create a new term-frequency database from scraped IMF documents and study the evolution of crises discussion over time

textanalysis

Research Project for Text Analysis for Economics and Finance

textdata

Download, parse, store, and load text datasets instead of storing it in packages

textforecast

Forecasting and Regression Analysis using textual data.

textgnn

Code for the BERT version implementation of the TextGNN model in WWW 2021 submission 343

tfpmatlab

Total Factor Productivity Toolbox for MATLAB

theeconomicsofsovereigndebt

themlbook

The Python code to reproduce the illustrations from The Hundred-Page Machine Learning Book.

thezerobetarate

Code for "The Zero Beta Rate" (Di Tella, Hebert, Kurlat, Wang)