Popular repositories

1. MIDASLec MIDASLec Public

   A package with required functions (and packages) for running examples of different MIDAS models presented at CORE lectures, September 2019.

   MATLAB 3 2

2. master_thesis master_thesis Public

   Repository for master thesis: LSTM Neural Networks and HAR Models for Realized Volatility - An Application to Financial Volatility Forecasting

   Python 3 2

3. SystemicRisk SystemicRisk Public

   Forked from TommasoBelluzzo/SystemicRisk

   A framework for systemic risk valuation and analysis.

   MATLAB 1 2

4. time-series-transformers-review time-series-transformers-review Public

   Forked from qingsongedu/time-series-transformers-review

   A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.

   1

5. Forecasting-Realized-Volatility-for-Crude-Oil-Futures-with-High-Frequency-Data Forecasting-Realized-Volatility-for-Crude-Oil-Futures-with-High-Frequency-Data Public

   Forked from sorendunn/Forecasting-Realized-Volatility-for-Crude-Oil-Futures-with-High-Frequency-Data

   Jupyter Notebook 1

6. Jump_tests Jump_tests Public

   Forked from QuantLet/Jump_tests

   Collection of code for detection and modeling of jumps (WIP)

   R