time-series-econometrics

Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

python finance statistics jupyter-notebook pandas economics housing gdp fx gold equities inflation federal-reserve income bonds asset-pricing interest-rates employment time-series-econometrics

Updated May 1, 2017
Jupyter Notebook

soms98 / Stock-Price-Prediction-Time-Series-LSTM-Model-Keras-Tensorflow

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This is a model that has been trained on historical data obtained from Yahoo Finance. The data set comprises of all data records starting from the launch date of this stock in India (1996). This model aims to pick up key trends in the stock price fluctuations based on Time Series mapping. It is able to render predictions for the upcoming time pe…

machine-learning-algorithms lstm stock-market stock-price-prediction api-rest predictive-modeling keras-models financial-markets prediction-model keras-visualization keras-tensorflow stock-prediction time-series-analysis time-series-econometrics time-series-forecasting lstm-keras machine-learning-finance tensorflow2 lstm-forex-prediction

Updated Jun 21, 2020
Jupyter Notebook

archana1998 / predictive-modelling

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Predictive Modelling of Time Series Data using LSTM RNNs

time-series lstm rnn lstm-model series-data rnn-tensorflow rnn-model lstm-neural-networks time-series-analysis time-series-econometrics time-series-forecast time-series-prediction time-series-forecasting rnn-lstm rnn-keras

Updated Oct 14, 2019
Python

parthsompura / Time-Series-Analysis-and-Forecasting

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Research Project on "Time Series Analysis and Forecasting"

machine-learning time-series analysis lstm-model forecasting-models time-series-database time-series-analysis time-series-clustering arima-model time-series-classification time-series-econometrics time-series-forecast time-series-prediction time-series-forecasting time-series-data-mining

Updated May 1, 2021
Jupyter Notebook

vsevolodkotenyov / time_series_GDP

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A non-commercial research project - time series analysis for GDP and consumption in Austria (1970-2020)

timeseries forecasting time-series-analysis time-series-econometrics time-series-data

Updated Feb 3, 2022
Jupyter Notebook

benjaminbluhm / spark_parallel_forecasting

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distributed-computing time-series-econometrics pyspark-python

Updated Aug 1, 2021
TeX

nutansahoo / Analysing-and-Predicting-Copper-Prices

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Annual Copper Prices data from the year 1800 to 1997 was downloaded from the time series data library created by Rob Hyndman. I aim to analyse this uni-variate time series data and fit an ARIMA model to it.

forecasting time-series-analysis time-series-econometrics

Updated Sep 5, 2017
R

Jsos17 / A_Vector_Autoregressive_Model

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Building a vector autoregressive model with R. My coursework for the course Time Series Analysis II (offered by University of Helsinki's Master's Programme in Mathematics and Statistics), spring 2020.

r timeseries time-series time-series-analysis time-series-econometrics timeseries-analysis vector-autoregression multivariate-timeseries vector-autoregressive vector-autoregressions