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  1. A Julia implementation of basic tools for time series analysis compatible with incomplete data.

    Julia 87 5

  2. Replication code for "A Model of the Fed's View on Inflation".

    Jupyter Notebook 2 6

  3. A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.

    Julia 1 1

  4. Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting

    Julia 7 4

233 contributions in the last year

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Mon Wed Fri

Contribution activity

January 2022

Created 3 repositories
Opened 7 pull requests in 3 repositories
fipelle/replication-pellegrino-2022-hyperparameters 3 merged
fipelle/MessyTimeSeries.jl 3 merged
fipelle/MessyTimeSeriesOptim.jl 1 merged

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