Topic: var Goto Github
Some thing interesting about var
Some thing interesting about var
var,Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
User: anhdanggit
var,Aptio V UEFI Editor: an alternative to AMIBCP
User: boringboredom
Home Page: https://boringboredom.github.io/UEFI-Editor/
var,Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.
User: caesarw0
Home Page: https://caesarw0.github.io/blog/2023-04-09-VAR/
var,Estimating VARs using sign restrictions in R
User: chrstdanne
var,Inspired by the use of VAR in football/soccer, I created a tool to judge offside taking into account the 3D planes captured in the 2D image.
User: crabshank
Home Page: https://youtu.be/bmgV9fEEYkU
var,With the help of a brand new KATS package, we can detect outliers, change points, and build very strong Time Series Analysis models. By inspecting this repository you can get a solid vision of KATS on real Covid-19 data of Azerbaijan.
User: d4rthm4ul
var,VAR C++ dynamic type. Make your life simpler :)
User: dimonpokemon81
Home Page: https://dimonpokemon81.github.io/var/
var,[R] Statistical analysis of financial data conducted in R
User: ericyung1998
var,In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models and employ several algorithms to perform feature engineering and selection on a multivariate time series dataset.
User: idb-for-datascience
var,Sensor for Home Assistant that gets reset at midnight
User: jeroenterheerdt
var,relieves files, globs and strings
User: jonatanpedersen
Home Page: https://www.npmjs.com/package/constipated
var,Analyzing Video Assistant Referee (VAR) decisions in the English Premier League (2019 - 2021)
User: kennethleungty
Home Page: https://towardsdatascience.com/analyzing-english-premier-league-var-football-decisions-c6d280061ebf
var,Stock market prediction on 5 italian companies using VAR model, OLS regressions and LSTM recurrent neural networks over data retrieved from Refinitiv Eikon
User: kevindepedri
var,difference between var let and const on JavaScript
User: leonidasesteban
Home Page: https://leonidasesteban.github.io/var-let-const/.
var,Vector autoregressive model in Julia
User: lucabrugnolini
Home Page: http://lucabrugnolini.github.io/VectorAutoregressions.jl/
var,A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .
User: lyx66
var,Data analysis for paper Business cycle transmission between France and United Kingdom
User: m-dadej
Home Page: https://www.emerald.com/insight/content/doi/10.1108/JES-01-2023-0044/full/html
var,Liquidity Value at Risk and Model Risk Assignment
User: malctaylor15
var,A simple Docker configuration for PHP, nginx and Varnish
User: marioblazek
var,This code is a demonstration of how to implement a VAR model. I estimate the VAR coefficients and then compare those with the results from a statsmodels package. The results are identical. This is a nice way to understand the steps behind estimating a VAR. This would also help to connect the concepts VAR and SUR.
User: mursaleenshiraj
var,Java JEP286 examples
User: ortolanph
var,Test your abilities in minigames similar to NoPixel
User: sharkiller
Home Page: https://sharkiller.ddns.net/nopixel_minigame/
var,Calculate the standard deviation of a double-precision floating-point strided array ignoring NaN values and using a one-pass algorithm proposed by Youngs and Cramer.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the variance of a double-precision floating-point strided array using Welford's algorithm.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the variance of a double-precision floating-point strided array provided a known mean and using Neely's correction algorithm.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the standard deviation of a strided array ignoring NaN values and using a one-pass textbook algorithm.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the standard deviation of a strided array ignoring NaN values and using Welford's algorithm.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the variance of a strided array ignoring NaN values and using Welford's algorithm.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the standard deviation of a single-precision floating-point strided array using a one-pass textbook algorithm.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the standard deviation of a strided array.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the standard deviation of a strided array using Welford's algorithm.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the variance of a single-precision floating-point strided array using a two-pass algorithm.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Calculate the variance of a strided array.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Compute an exponentially weighted standard deviation incrementally.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Compute an arithmetic mean and unbiased sample variance incrementally.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Compute a sample Pearson product-moment correlation matrix incrementally.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,Compute a corrected sample standard deviation incrementally.
Organization: stdlib-js
Home Page: https://github.com/stdlib-js/stdlib
var,R package for sparse VAR estimation
User: svazzole
var,Machine Learnings Application on Airquality datsets. Implemented many analytical models on air quality dataset and compared them on the basis of mean squared error , root mean squared error, mean absolute error and and Accuracy.
User: utkarshkanswal
var,Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).
User: virajvaidya
var,Julia package containing utilities intended for Time Series analysis.
User: viraltux
var,Essential techniques to assess financial risks
User: vladislavpyatnitskiy
var,VSCode extension to support CSS Variables Intellisense
Organization: willofindie
Home Page: https://marketplace.visualstudio.com/items?itemName=phoenisx.cssvar
var,This text was produced by ChatGPT with co-authorship by Walmyr Lima e Silva Filho.
User: wlsf82
var,Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.
User: ylefay
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