A python library for generating macro-economic scenarios
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Updated
Oct 18, 2024 - Python
A python library for generating macro-economic scenarios
VAR vs. LSTM: Multivariate Forecasting of Factor Returns
Deep Learning Specialization. Master Deep Learning, and Break into AI
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.
Explore omnichannel marketing and how a company can optimally allocate their budget across marketing channels to maximise sales using the VAR model.
Implementation of Factor-augmented Vector Autoregressive process (FAVAR(p)).
Generate time-series data using VAR model parameters (AI@UW engr-stocks group)
Estimation of the Lag Length of the Advertising Adstock or Carryover Effect under the Market Mix Modeling (MMM) framework.
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