{"id":15362152,"url":"https://github.com/bashtage/afe2020","last_synced_at":"2025-04-15T07:31:11.205Z","repository":{"id":41504558,"uuid":"261881843","full_name":"bashtage/AFE2020","owner":"bashtage","description":"Advanced Financial Econometrics - Trinity Term 2020","archived":false,"fork":false,"pushed_at":"2021-03-04T08:12:53.000Z","size":84749,"stargazers_count":28,"open_issues_count":0,"forks_count":20,"subscribers_count":4,"default_branch":"main","last_synced_at":"2025-03-28T18:21:18.663Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/bashtage.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2020-05-06T21:24:23.000Z","updated_at":"2025-03-03T03:51:15.000Z","dependencies_parsed_at":"2022-07-08T02:20:38.597Z","dependency_job_id":null,"html_url":"https://github.com/bashtage/AFE2020","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bashtage%2FAFE2020","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bashtage%2FAFE2020/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bashtage%2FAFE2020/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/bashtage%2FAFE2020/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/bashtage","download_url":"https://codeload.github.com/bashtage/AFE2020/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":249026724,"owners_count":21200499,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-01T12:58:42.487Z","updated_at":"2025-04-15T07:31:06.187Z","avatar_url":"https://github.com/bashtage.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Advanced Financial Econometrics - Trinity Term 2020\n\n## Course Website\n\nYou can find the [course website here](https://www.kevinsheppard.com/teaching/mfe/advanced-financial-econometrics-forecasting/).\n\n## Pre-recorded Lectures\n\nThe prerecorded lectures are [available on YouTube](https://www.youtube.com/playlist?list=PLVR_rJLcetzmES8tqjgqlQw1Vx2IKMVot).\n\n## Notebooks\n\nThe notebook illustrate the use of the forecasting methods detailed in the course.\n\n## Data\nThe data files `assignment-data-train` contain the data for the assignment. \n\nYou can load the data in the HDF5 file using\n\n```python\nimport pandas as pd\ndata = pd.read_hdf(\"assignment-data-train.h5\", \"assignment_data\")\n```\n\nYou can load the data in MATLAB using `open(\"assignment-data-train.mat\")`.\n\nThe `monthly-data` files contain the the full set of monthly series from the M4 dataset.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbashtage%2Fafe2020","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fbashtage%2Fafe2020","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbashtage%2Fafe2020/lists"}