the Altman's z score is a Solvency Predictor, was once known as a 'good' financial predictor of a company's solvency, based on logical Common Sense & Accounting Ratios
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Updated
Dec 4, 2022 - Julia
the Altman's z score is a Solvency Predictor, was once known as a 'good' financial predictor of a company's solvency, based on logical Common Sense & Accounting Ratios
Tools for estimating BVAR models, producing forecasts, and reporting results. Based on the review in Karlsson (2013).
AirBorne a complete algorithmic trading framework in Julia.
Julia implementation of Déjà vu: A data-centric forecasting approach through time series cross-similarity
Julia Package with SARIMA model implementation using JuMP.
Toolkit functions and example outputs for Bayesian (Structural) Vector Autoregressive (VAR) models
Forecasting using a combinatoric approach and exploiting parallel computing in Julia.
Modelling to investigate how imperfect foresight and information affects storage operation. Case studies using data from the Australian National Electricity Market and the Australian Energy Market Operator
IntermittentDemand.jl: Intermittent demand forecasting in Julia Language, |forecasting|Julia|
Bot for downloading Solar irradiance data at target locations and region surrounded it.
Automatic multi-seasonal ARIMA Learning
Julia package to generate, estimate, and forecast long memory processes
Julia package for simulating and estimating multi-level/hierarchical dynamic factor models (HDFMs).
Forecasting using Arar algorithm
Collection of plot functionalities for time series analysis.
Automated Bayesian model discovery for time series data
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
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