CoFE: Collaboration in Financial Economics

Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.

Unofficial Implementation of RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series (AAAI 2019)

Codebase for FOMC-NLP, accepted at ACL 2023 (main)

轩辕：度小满中文金融对话大模型

Time series Timeseries Deep Learning Machine Learning Python Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai

List of papers, code and experiments using deep learning for time series forecasting

Course to get into Large Language Models (LLMs) with roadmaps and Colab notebooks.

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

CRAN Task View: Empirical Finance

Penalized likelihood estimation for generalized linear models (GLMs) is introduced. First, the maximum likelihood estimation of the GLM and the algorithm for solving it by Newton's method are deriv…

Treatment Effects in Interactive Fixed Effects Model

Stata command to estimate models with interactive fixed effects (Bai 2009)

中国的Quant相关资源索引

Slides and R codes for Functional Data Analysis Course

R package for penalized quantile regression with ADMM

Penalized Quantile Regression

A regression solver for high dimensional penalized linear, quantile and logistic regression models'

Non-convex optimization using proximal methods

📖 Repo pour le manuel "Machine Learning pour l'économétrie"

Generalized factor model for ultrahigh dimensional mixed-type data

Frontiers in Difference-in-Differences taught by Brantly Callaway

Dynamic Factor Models for R

Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.

This repository contains the codes for the R tutorials on statology.org

Code for comparing the top 10 predictors to the lasso/debiased lasso