trunglevn Goto Github PK

academic-kickstart

📝 Easily create a beautiful website using Academic, Hugo, and Netlify

advancing-into-analytics-book

Resources for Advancing into Analytics: From Excel to R and Python by George Mount (O'Reilly Media, 2021)

connectednessapproach

credit-risk-anaytics-the-r-companion

The rep contains the R files from Credit Risk Analytics: the R Companion, from H Scheule, D Rosch an B Baesens. Unfortunately, when I bought the book, I could not find the R files accompanying the book. So I decided to create the R files from the snippets of codes in the book. Hope you find the files useful. I also think this is an excellent book for those with an experience in both credt risk models and programming in R. If instead you want to learn R or credit risk, this is not the best book for you.

cryptoforecomb

dynquant

dynquant - dynamic quantile regression models: CAViaR (different specifications), MVMQCAViaR, and Mixed Data Sampling versions of these models.

econometricswithr

📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)

learnpython

machine-learning-tutorials

machine learning and deep learning tutorials, articles and other resources

meghna-hugo

midasml

midasml package is dedicated to run predictive high-dimensional mixed data sampling models

midasr

R package for mixed frequency time series data analysis.

midasvares

nowcasting

R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:

optsk

This package is to create the option implied moments and realized skewness

python-machine-learning-book-3rd-edition

The "Python Machine Learning (3rd edition)" book code repository

rdatastream

A R interface for Datastream and Thomson Dataworks Enterprise

replicationfiles

rugarch2

A modified version of rugarch package by Alexios for personal purpose

sgtacd

systemicrisk

A framework for systemic risk valuation and analysis.

time-varying-higher-moments

tourism-dashboard-public

Source code the New Zealand Tourism Dashboard which is deployed to https://mbienz.shinyapps.io/tourism_dashboard_prod/

trunglevn.github.io

vares

Matlab codes to estimate Value-at-Risk and Expected Shortfall