alexiosg

Bellevue, WA

Pinned Repositories

BEAR-toolbox
The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
Language:MATLAB00
MTGNN
Language:Python0 0 00
parma
Language:R4 1 11
RcppBessel
Bessel Functions Rcpp Interface
Language:C1 1 00
rmgarch
Multivariate GARCH Models
Language:R13 2 45
Rsolnp
General Non-linear Optimization Using Augmented Lagrange Multiplier Method
Language:R2 1 00
rugarch
Univariate GARCH models in R
Language:R25 2 65
stock-analyzer-bot
An AI Bot that can help you in doing stock investment by analyzing all the real time as well as historic stock information with the help of LLM
Language:Jupyter Notebook0 0 00
tsgarch
GARCH models estimated using autodiff.
Language:R13 1 30
tspydistributions
Location Scale Family Statistical Distributions
Language:Python2 0 00

alexiosg's Repositories

alexiosg/rugarch
Univariate GARCH models in R
Language:R25 2 65
alexiosg/rmgarch
Multivariate GARCH Models
Language:R13 2 45
alexiosg/parma
Language:R4 1 11
alexiosg/Rsolnp
General Non-linear Optimization Using Augmented Lagrange Multiplier Method
Language:R2 1 00
alexiosg/RcppBessel
Bessel Functions Rcpp Interface
Language:C1 1 00
alexiosg/BEAR-toolbox
The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
Language:MATLAB00
alexiosg/MTGNN
Language:Python0 0 00
alexiosg/stock-analyzer-bot
An AI Bot that can help you in doing stock investment by analyzing all the real time as well as historic stock information with the help of LLM
Language:Jupyter Notebook0 0 00
alexiosg/twinkle
Language:R0 1 00
alexiosg/DistributionalForecasts.jl
Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835