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Projects in Awesome Lists tagged with mixed-frequency-data

A curated list of projects in awesome lists tagged with mixed-frequency-data .

https://github.com/ichalkiad/ardlmidasdnn

This repository contains the code for the paper "Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors", by Ioannis Chalkiadakis, Prof. Gareth W. Peters and Dr. Matthew Ames.

attention-mechanism cryptocurrencies gegenbauer-long-memory midas mixed-frequency-data multi-time-scale-analysis natural-language-processing sentiment-analysis transformer

Last synced: 23 Apr 2025