LSTM for time series forecasting
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Nov 12, 2017 - Python
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vectorautoregressive
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R package to estimate time-varying coefficient regressions
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Mar 11, 2026 - R
Supporting code for UvA Masters of Quantitative Finance thesis in CDS/Bonds arbitrage trading
cds vecm financial-data bonds financial-markets timeseries-analysis vectorautoregressive arbitrage-trading cointegration-analysis
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Jun 8, 2021 - Jupyter Notebook
A collection of assessments in Time Series Analysis completed as part of my Econometrics program.
timeseries time-series forecasting var arima time-series-analysis sarimax arima-model vectorautoregressive arima-forecasting sarima-model vectorautoregression
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Nov 13, 2021 - Jupyter Notebook
Vector Autoregressive Model with 20 variables - Australian Housing Data.
australia economics econometrics forecasting housing-prices rba economic-indicators vectorautoregressive housing-market economic-analysis reservebankofaustralia
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Nov 23, 2021 - Jupyter Notebook
Exploring the potential of VAR analysis and forecasting on a variety of data
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Jan 14, 2020 - MATLAB
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