Pinned Repositories
Algorithmic-Trading-Project
Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.
Applied-Finance-with-R
This repository includes the projects in the lessons that I took with datacamp.com
arch
ARCH models in Python
Archive-of-Empirical-Dynamic-Programming-Research
Collection of published papers that estimate dynamic programming models
basic_econometrics
Basic Econometrics by Damodar N. Gujarati and Dawn C. Porter. Exercises from the book answered in Python
bayesian-econometrics
Bayesian Econometrics course from FGV's Master in Econometrics
bayesian_econometrics
Some exercises for bayesian econometrics
Blockchain
Blockchain - Python
FinancialEconometrics
Financial Econometrics (MSc, Julia code)
rafaelnber's Repositories
rafaelnber/FinancialEconometrics
Financial Econometrics (MSc, Julia code)
rafaelnber/Algorithmic-Trading-Project
Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.
rafaelnber/arch
ARCH models in Python
rafaelnber/code
Config files for my GitHub profile.
rafaelnber/desafio-programacion-python-ciencia-datos-3080127
rafaelnber/docker-python
Kaggle Python docker image
rafaelnber/documentation
Documentation for the npm registry, website, and command-line interface.
rafaelnber/ECOMETRIA-III
Curso de Econometría III Semestre 2023 -II
rafaelnber/ENA-INDICADORES-STATA
Sintaxis en Stata para estimar indicadores con la Encuesta Nacional Agropecuaria (ENA) del Peru.
rafaelnber/ENAHO-INDICADORES-STATA
Sintaxis en Stata para estimar indicadores con la Encuesta Nacional de Hogares (ENAHO) del Peru.
rafaelnber/fin-ml
This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.
rafaelnber/forex-python
Foreign exchange rates, Bitcoin price index and currency conversion using ratesapi.io
rafaelnber/imagenes
rafaelnber/IMAGENES1
IMAGENES DE LA EMPRESA
rafaelnber/jupyterlab-kite
Kite Autocomplete Extension for JupyterLab
rafaelnber/KGNET
A graph machine learning enabled engine (GML-Enabled)
rafaelnber/LSTM-Neural-Network-for-Time-Series-Prediction
LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data
rafaelnber/Machine-Learning-y-Ciencia-de-Datos-con-Python
rafaelnber/MachineLearningCourse
Activities done in the 2 month long Machine Learning Course from EOI (Escuela de Organización Industrial)
rafaelnber/Multivariate-Data-Analysis-Project
Multivariate analysis for glass type dataset. Techniques applied: PCA, LDA/QDA and clustering
rafaelnber/Pairs-Trading
This is an introduction to pairs trading. I scraped all the tickers of the dow and found all co-integrated pairs to build in my strategy.
rafaelnber/PYTHON
rafaelnber/Python-Avanzado-2-3252000
rafaelnber/QuantitativeFinance
This repository is dedicated to exploring and understanding various topics in the field of quantitative finance
rafaelnber/RAFAELPYTHON
rafaelnber/rba
rafaelnber/Rocio-Chavez-youtube-Files
rafaelnber/scikit-learn
scikit-learn: machine learning in Python
rafaelnber/stock-prediction
Stock price prediction with recurrent neural network. The data is from the Chinese stock.
rafaelnber/You-Dont-Know-JS
A book series on JavaScript. @YDKJS on twitter.