Projects in Awesome Lists tagged with financial-econometrics
A curated list of projects in awesome lists tagged with financial-econometrics .
https://github.com/bashtage/arch
ARCH models in Python
adf arch bootstrap df-gls dickey-fuller finance financial-econometrics forecasting garch model-confidence-set multiple-comparison-procedures phillips-perron reality-check risk spa time-series unit-root variance volatility
Last synced: 13 May 2025
https://github.com/asaficontact/fx_forecasting_model
Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
asset-pricing exchange-rates exchange-rates-forecasting financial-econometrics financial-economics forex forex-prediction interest-rates pandas principal-component-analysis yield-curve
Last synced: 20 Mar 2025
https://github.com/asaficontact/learning_to_beat_the_random_walk
In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
asset-pricing carry-trade cosine-similarity exchange-rates exchange-rates-forecasting financial-econometrics financial-economics forex forex-prediction latex neural-networks news-articles object-oriented-programming principal-component-analysis sentiment-analysis shinyapps support-vector-machines textblob-sentiment-analysis tf-idf vader-sentiment-analysis
Last synced: 20 Mar 2025
https://github.com/simonpierreboucher0/gsf6053
This repository supports the GSF-6053 - Financial Econometrics I course, which introduces students to the practical aspects of econometric methods and estimation techniques as applied in finance.
course econometrics financial-econometrics fsa ulaval
Last synced: 14 Mar 2025
https://github.com/simonpierreboucher/gsf6053
This repository supports the GSF-6053 - Financial Econometrics I course, which introduces students to the practical aspects of econometric methods and estimation techniques as applied in finance.
course econometrics financial-econometrics fsa ulaval
Last synced: 30 Mar 2025
