var
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Vector autoregressive model in Julia
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Jun 22, 2022 - Julia
Sensor for Home Assistant that gets reset at midnight
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Apr 29, 2024 - Python
R package for sparse VAR estimation
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Apr 17, 2021 - R
Julia package containing utilities intended for Time Series analysis.
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Sep 13, 2022 - Julia
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
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Apr 27, 2018 - R
In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models and employ several algorithms to perform feature engineering and selection on a multivariate time series dataset.
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Jun 12, 2021 - Jupyter Notebook
Analyzing Video Assistant Referee (VAR) decisions in the English Premier League (2019 - 2021)
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Jun 1, 2021 - Jupyter Notebook
Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package
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Nov 25, 2015 - R
VSCode extension to support CSS Variables Intellisense
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Oct 12, 2023 - TypeScript
A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .
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Mar 4, 2022 - Jupyter Notebook
A pipeline for the assembly of VAR genes from transcriptome data
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Dec 16, 2018 - HTML
Liquidity Value at Risk and Model Risk Assignment
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Nov 16, 2017 - Jupyter Notebook
Discretize VAR(1) of arbitrary size, with arbitrary covariance matrix for innovations, and optional stochastic volatility.
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Nov 8, 2021 - C++
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