granger-causality
There are 60 repositories under granger-causality topic.
majianthu/pycopent
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python
dgwozdz/HN_SO_analysis
Is there a relationship between popularity of a given technology on Stack Overflow (SO) and Hacker News (HN)? And a few words about causality
mrosol/Nonlincausality
Python package for Granger causality test with nonlinear forecasting methods.
i6092467/GVAR
An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.
DarkEyes/VLTimeSeriesCausality
A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
majianthu/copent
R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
majianthu/transferentropy
Code for the paper "Estimating Transfer Entropy via Copula Entropy"
h-cel/ClimateVegetationDynamics_GrangerCausality
Source code for the publications on "a non-linear Granger-causality framework to investigate climate–vegetation dynamics", by Papagiannopoulou et al., GMD & ERL 2017
sakhanna/SRU_for_GCI
Statistical Recurrent Unit based time series generative models for detecting nonlinear Granger causality
xchuwenbo/realseries
RealSeries is a comprehensive out-of-the-box Python toolkit for various tasks, including Anomaly Detection, Granger causality and Forecast with Uncertainty, of dealing with Time Series Datasets.
MajorLift/volatility-modeling-python-datasci
Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."
olivercliff/assessing-linear-dependence
A package to compute and test the significance of linear dependence between multiple autocorrelated time series.
dykang/cgraph
dataset for Detecting and Explaining Causes From Text For a Time Series Event, EMNLP'17
i6092467/NNGC-SLIMMBA
Nonlinear Granger causality inference with neural networks for high-resolution mass spectrometry
gitter-lab/SINGE
Gene regulatory network reconstruction from pseudotemporal single-cell gene expression data
gulabpatel/TimeSeries
Arima, Sarima, LSTM, Prophet, DeepAR, Kats, Granger-causality, Autots
anitamezzetti/covid_impact_stocks_volatility
Financial Big Data (FIN-525) final project: The Impact of COVID-19 on Returns and Volatility: a case study of the United States, China, Switzerland and Japan
arahatashun/Granger-causality-python
Port of Granger-causality
pdesrosiers/GrangerCausality
MATLAB module for assessing the causal links between time series
jeckonov/Econometrics
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)
AlgoTrading101/Econometrics-on-Stock-Data
R finance guide - Algotrading101
BabadiLab/NLGC
Network Localized Granger Causality
GianlucaCarpigo/VECM
An R package to implement VEC models
marcaureledivernois/firm-network
Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"
MessianNil/MSThesis
Documents related to my Master's thesis @IISc.
GeorgeMichailidis/vae-multi-level-neural-GC-official
Code repository for "A VAE-based Framework for Learning Multi-Level Neural Granger-causal Connectivity"
mrchocha/CSE523-Machine-Learning-Fantastic-4
Extracting features from the tweets and the financial data and correlating them and inferring fruitful conclusions about the future prices.
sokolmarek/masters-thesis
Master's thesis - Assessment of cognitive load in extreme environment
francesco-innocenti/fc-simulations
Simulations of different functional connectivity measures.
jclaros27/Granger-Causality
Bivariate Granger Causality in Python
jeff1evesque/ist-exit-portfolio
MS Data Science exit portfolio
LauraSparacino/GICA_toolbox
Granger Causality (GC), Granger Isolation (GI) and Granger Autonomy (GA) for the assessment of bivariate causal and non-causal interactions in linear autoregressive processes.
m-m-placek/python-icmplus-granger-causality
Python-ICM+ Granger causality
MontiSebastiano/Info_th
Final group project of "Information Theory and Inference" course at University of Padova