A python library for generating macro-economic scenarios
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Dec 17, 2024 - Python
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vector-autoregressive
Here are 10 public repositories matching this topic...
VAR vs. LSTM: Multivariate Forecasting of Factor Returns
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May 12, 2023 - Jupyter Notebook
Deep Learning Specialization. Master Deep Learning, and Break into AI
python machine-learning deep-learning time-series tensorflow lstm facial-recognition hyperparameter-optimization artificial-neural-networks convolutional-neural-networks backpropagation multi-task-learning hyperparameter vector-autoregressive inductive-transfer
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Sep 2, 2020 - Jupyter Notebook
A Practical Approach to Causal Inference over Time
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Feb 23, 2025 - Python
Implementation of Factor-augmented Vector Autoregressive process (FAVAR(p)).
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May 5, 2020 - Julia
Explore omnichannel marketing and how a company can optimally allocate their budget across marketing channels to maximise sales using the VAR model.
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May 21, 2023
My coursework for the course Time Series Analysis II (University of Helsinki, spring 2020).
r timeseries time-series time-series-analysis time-series-econometrics timeseries-analysis vector-autoregression multivariate-timeseries vector-autoregressive vector-autoregressions
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Jan 17, 2024 - TeX
Generate time-series data using VAR model parameters (AI@UW engr-stocks group)
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Feb 17, 2020 - Jupyter Notebook
Estimation of the Lag Length of the Advertising Adstock or Carryover Effect under the Market Mix Modeling (MMM) framework.
var mmm marketing-analytics decay-rate lag-length vector-autoregressive market-analysis advertising-adstock carryover-effect market-mixmodeling
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Dec 21, 2022
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