tomasrubin
Mathematician, Researcher in Statistics: developing novel methods for time series data
Prague, Czech Republic
Pinned Repositories
sparse-functional-lagged-regression
Functional Lagged Regression with Sparse Noisy Observations
specsimfts
Toolbox for spectral domain simulation of functional time series samples
us-yield-curve-macroeconomics
A case study analysing the dependence of the US Treasury yield curve on macroeconomic variables.
yield-curve-forecasting
This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
tomasrubin's Repositories
tomasrubin/yield-curve-forecasting
This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
tomasrubin/specsimfts
Toolbox for spectral domain simulation of functional time series samples
tomasrubin/us-yield-curve-macroeconomics
A case study analysing the dependence of the US Treasury yield curve on macroeconomic variables.
tomasrubin/sparse-functional-lagged-regression
Functional Lagged Regression with Sparse Noisy Observations