econometrics · GitHub Topics

Statsmodels: statistical modeling and econometrics in Python

Python 统计 econometrics 数据分析 generalized-linear-models timeseries-analysis regression-models count-model 数据科学 forecasting hypothesis-testing prediction

Python 10.95 k

14 小时前

cantaro86 / Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

quantitative-finance jupyter-notebooks kalman-filter option-pricing financial-engineering financial-mathematics partial-differential-equations fourier-inversion stochastic-processes stochastic-differential-equations Python linear-regression econometrics

Jupyter Notebook 6.48 k

1 年前

Nixtla / statsforecast

#计算机科学#Lightning ⚡️ fast forecasting with statistical and econometric models.

time-series 统计 forecasting arima econometrics 机器学习 Python exponential-smoothing ets baselines naive fbprophet prophet automl 数据科学

Python 4.51 k

6 天前

py-why / EconML

#计算机科学#ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goal...

机器学习 economics causal-inference causality econometrics treatment-effects

Jupyter Notebook 4.28 k

4 天前

matheusfacure / python-causality-handbook

Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.

causal-inference Python causality 数据科学 econometrics

Jupyter Notebook 3.06 k

1 个月前

unslothai / hyperlearn

#计算机科学#2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.

机器学习 Python 统计 scikit-learn PyTorch 深度学习数据科学数据分析 regression-models econometrics tensor 神经网络 gpu research optimization

Jupyter Notebook 2.28 k

10 个月前

alkaline-ml / pmdarima

#计算机科学#A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

arima time-series forecasting forecasting-models Python econometrics 机器学习

Python 1.67 k

10 个月前

facebookexperimental / Robyn

Robyn is an experimental, AI/ML-powered and open sourced Marketing Mix Modeling (MMM) package from Meta Marketing Science. Our mission is to democratise modeling knowledge, inspire the industry throug...

econometrics hyperparameter-optimization evolutionary-algorithm

Jupyter Notebook 1.34 k

2 个月前

rsvp / fecon235

#时序数据库#Notebooks 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 ...

Jupyter Notebook pandas equities bonds fx time-series econometrics 统计 asset-pricing finance interest-rates economics Python

Jupyter Notebook 1.23 k

3 年前

grf-labs / grf

#计算机科学#Generalized Random Forests

causal-inference random-forest econometrics 机器学习统计

C++ 1.04 k

1 个月前

google / lightweight_mmm

LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.

bayesian econometrics 数据科学

Python 989

3 个月前