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《R语言数据可视化之美》配套代码
Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models (Master Dissertation)
R code for CAViaR model
R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
DCC-GARCH written in R. ARIMAX & multivariate LSTM written in Python
dynquant - dynamic quantile regression models: CAViaR (different specifications), MVMQCAViaR, and Mixed Data Sampling versions of these models.
Codes for A joint quantile and expected shortfall regression framework
Replication of key GARCH model papers
Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
Replication files for the paper "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
Replication files for the paper "A mixed-frequency Bayesian vector autoregression with a steady-state prior" by Ankargren, Unosson and Yang.
An R package for using mixed-frequency GARCH models
:exclamation: This is a read-only mirror of the CRAN R package repository. mgarchBEKK — Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes. Homepage: https://github.com/vst/mgarchBEKK/
midasML package is dedicated to run predictive high-dimensional mixed data sampling models
Multivariate Mixed Frequency Data Sampling Model, an extension of Ghysels (2008) single variable MIDAS.
Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models
Multivariate DCC-GARCH model
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Value at Risk and Expected Shortfall estimations of cryptocurrencies
Multivariate Financial Time Series, ICA-GARCH Models, Value at Risk
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.