werleycordeiro

Economist | Quant Analyst

Brazil

Pinned Repositories

Brazil_Yield_Curve
Compound rate for a 252-day year
Language:R1 1 01
Durbin-Koopman-2012-Kalman-Filter
Illustrations 2.2.5 & 2.4.3 - Durbin & Koopman (2012) P.16 & P.23
Language:R1 1 02
Dynamic-Nelson-Siegel
Dynamic Nelson-Siegel in two steps
Language:Python5 1 07
Dynamic-Nelson-Siegel-and-Svensson
Dynamic Nelson-Siegel and Svensson in two steps
Language:R5 1 03
Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
Python Package: Fitting and Forecasting the yield curve
Language:Python33 2 26
EconometriaII
Econometria de Séries Temporais - Programa de Pós-Graduação em Economia da UFSC
Language:R1 1 00
Examples
Tutorial about Dynamic-Nelson-Siegel-Svensson-Kalman-Filter Package
Language:Jupyter Notebook1 2 11
Hands-on-Machine-Learning-with-Scikit-Learn
Exemplos do Livro
Language:Jupyter Notebook0 2 00
Kalman-Filter-Dynamic-Nelson-Siegel
Dynamic Nelson-Siegel in one step
Language:Python34
Kalman-Filter-Dynamic-Nelson-Siegel-and-Svensson
Dynamic Nelson-Siegel and Svensson in one step
Language:R45

werleycordeiro's Repositories

werleycordeiro/Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
Python Package: Fitting and Forecasting the yield curve
Language:Python33 2 26
werleycordeiro/Dynamic-Nelson-Siegel
Dynamic Nelson-Siegel in two steps
Language:Python5 1 07
werleycordeiro/Dynamic-Nelson-Siegel-and-Svensson
Dynamic Nelson-Siegel and Svensson in two steps
Language:R5 1 03
werleycordeiro/Kalman-Filter-Dynamic-Nelson-Siegel-and-Svensson
Dynamic Nelson-Siegel and Svensson in one step
Language:R45
werleycordeiro/Kalman-Filter-Dynamic-Nelson-Siegel
Dynamic Nelson-Siegel in one step
Language:Python34
werleycordeiro/Brazil_Yield_Curve
Compound rate for a 252-day year
Language:R1 1 01
werleycordeiro/Durbin-Koopman-2012-Kalman-Filter
Illustrations 2.2.5 & 2.4.3 - Durbin & Koopman (2012) P.16 & P.23
Language:R1 1 02
werleycordeiro/EconometriaII
Econometria de Séries Temporais - Programa de Pós-Graduação em Economia da UFSC
Language:R1 1 00
werleycordeiro/Examples
Tutorial about Dynamic-Nelson-Siegel-Svensson-Kalman-Filter Package
Language:Jupyter Notebook1 2 11
werleycordeiro/password
My first package (password generator)
Language:R1 1 00
werleycordeiro/Yield-Curve-3D-PNG-GIF
US Yield Curve 3D
Language:R1 1 0
werleycordeiro/GBcurves
The GBcurves package for R
Language:R0 2 00
werleycordeiro/Hands-on-Machine-Learning-with-Scikit-Learn
Exemplos do Livro
Language:Jupyter Notebook0 2 00
werleycordeiro/AR-p
My function AR(p). Method: OLS and MLE
Language:R1 0
werleycordeiro/ARMA-pq
werleycordeiro/awesome-var
A curated list of Vector Autoregression resources.
werleycordeiro/Custom-Tutorials
Language:HTML1 0
werleycordeiro/Dataset
2 0
werleycordeiro/Evento-Summit
Language:HTML2 0
werleycordeiro/GetTDData
Language:R1 0
werleycordeiro/MA-q
My function MA(q). Method: MLE
Language:R1 0
werleycordeiro/Mercado
Language:HTML
werleycordeiro/Option_B3
Language:R2 0
werleycordeiro/Russian-Government-Bond-Zero-Coupon-Yield-Curve
Values (% per annum)
Language:R2 0
werleycordeiro/scraping-
RSelenium
Language:R2 0
werleycordeiro/shinyapps
Language:R1
werleycordeiro/Temp
Language:HTML2 0
werleycordeiro/Term-Premium
Pricing the term structure with linear regression (Replication of Adrian, Crump, Moench 2013 JFE paper)
1 0
werleycordeiro/werleycordeiro
1
werleycordeiro/werleycordeiro.github.io
Language:CSS2 0