Collection of notebooks about quantitative finance, with interactive python code.

Notebooks for Applied Causal Inference Powered by ML and AI

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

Notebook examples for appelpy

This repository contains codes and notebooks used in various competitions

📊 Building ML projects using Python, Scikit-learn & more.

This project contains a series of Python notebooks that demonstrate econometric techniques using Maximum Likelihood Estimation (MLE) and Ordinary Least Squares (OLS), with a focus on robust standard error calculations and heteroscedasticity tests.

Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test. Test for random walk (CE currencies using yfinance API)

2022년 1학기 금융시장빅데이터분석 강의자료 및 jupyter notebook 실습 파일

This repository contains notebooks related to processing, analysis, and machine learning applied to the speed-dating dataset

Notebooks with Time series analysis and ML algorithms applied to cryptocurrencies

An applied-micro tutorial using Python on Jupyter notebook showing how to perform a structural estimation excercise using finite dependence and bootstrapping.

Análisis y notebooks de 'Forecasting Sticker Sales'. Incluye EDA, tratamiento de NaNs y modelado para la predicción estacionaria de demanda de stickers utilizando forecast y arima.

Este Notebook describe la técnica para medir dependencia espacial de variables utilizando Python, medida como Índice de Morgan y el Indicador de Asociación Espacial LISA. Tema de Econometría Espacial.

Ce dépôt regroupe l'ensemble de mes analyses de données effectuées dans le cadre de mes projets personnels et académiques. Vous y trouverez des scripts, des notebooks et des fichiers de données illustrant mes compétences en Python, SQL et autres outils d'analyse