Pinned Repositories
BEAR-toolbox
The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
BlogComments
Clustering-in-Python
Clustering methods in Machine Learning includes both theory and python code of each algorithm. Algorithms include K Mean, K Mode, Hierarchical, DB Scan and Gaussian Mixture Model GMM. Interview questions on clustering are also added in the end.
cryptobot_ripple_wp
Ripple coin trading bot as described in my blog
DDFM
Deep Dynamic Factor Models
FRED_Forecasting_Final
FX_strategies
Public repo holding our projects: systematic models on financial markets
pyaec
simple and efficient python implemention of a series of adaptive filters. including time domain adaptive filters(lms、nlms、rls、ap、kalman)、nonlinear adaptive filters(volterra filter、functional link adaptive filters)、frequency domain adaptive filters(frequency domain adaptive filter、frequency domain kalman filter) for acoustic echo cancellation.
statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
msh855's Repositories
msh855/cryptobot_ripple_wp
Ripple coin trading bot as described in my blog
msh855/handson-ml
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.
msh855/looper
A resource list for causality in statistics, data science and physics
msh855/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
msh855/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
msh855/mlfinlab
MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
msh855/pyaec
simple and efficient python implemention of a series of adaptive filters. including time domain adaptive filters(lms、nlms、rls、ap、kalman)、nonlinear adaptive filters(volterra filter、functional link adaptive filters)、frequency domain adaptive filters(frequency domain adaptive filter、frequency domain kalman filter) for acoustic echo cancellation.
msh855/replication-hasenzagl-et-al-2020
Replication code for "A Model of the Fed's View on Inflation".
msh855/zgrouping
Local Grouping for Time Series
msh855/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
msh855/BlogComments
msh855/Clustering-in-Python
Clustering methods in Machine Learning includes both theory and python code of each algorithm. Algorithms include K Mean, K Mode, Hierarchical, DB Scan and Gaussian Mixture Model GMM. Interview questions on clustering are also added in the end.
msh855/DDFM
Deep Dynamic Factor Models
msh855/FRED_Forecasting_Final
msh855/FX_strategies
Public repo holding our projects: systematic models on financial markets
msh855/generative-opt
Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
msh855/TheQuantEconomist
Source code for my personnal Blog:
msh855/MEDIUM_NoteBook
Repository containing notebooks of my posts on Medium
msh855/mortgage
Python mortgage amortization calculations
msh855/nowcast_ea
Replication files of the DFM now-casting of the euro area GDP (www.euroareanowcast.com)
msh855/policy_cnfctls
Using policy shocks to construct systematic policy rule counterfactuals
msh855/Practical-Time-Series-In-Python
Practical guidance for time series analysis in Python
msh855/tsa-notebooks
Jupyter notebooks on time series econometrics topics.