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The Top 18 Finance Econometrics Open Source Projects

Open source projects categorized as Finance Econometrics
Categories > Econometrics
Categories > Economics > Finance
Financial Models Numerical Methods ⭐ 5,086
Collection of notebooks about quantitative finance, with interactive python code.
most recent commit 3 months ago
Fecon235 ⭐ 622
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 bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
most recent commit 5 years ago
Juliatutorial ⭐ 108
Julia Tutorial for Finance and Econometrics Students
most recent commit 3 months ago
Temporal.jl ⭐ 82
Time series implementation for the Julia language focused on efficiency and flexibility
most recent commit 2 years ago
Archmodels.jl ⭐ 81
A Julia package for estimating ARMA-GARCH models.
most recent commit 7 months ago
Msgarch ⭐ 67
MSGARCH R Package
dependent packages 1total releases 12most recent commit a year ago
Fecon236 ⭐ 55
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
total releases 20most recent commit 5 years ago
Hire An R Programmer ⭐ 55
list of R developers
most recent commit 5 years ago
Pricer ⭐ 50
Economics and Pricing in R
dependent packages 1total releases 13most recent commit 6 months ago
Financialeconometrics ⭐ 47
Financial Econometrics (MSc, Julia code)
most recent commit 3 months ago
Online Books ⭐ 16
A list of online book of my own interest
most recent commit a year ago
Obmodeling ⭐ 15
most recent commit 2 years ago
Cvar_portfolio_optim ⭐ 8
ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
most recent commit 3 years ago
Econforecasting R ⭐ 8
This is the data scraping & modeling code used for models shown in https://econforecasting.com.
most recent commit 5 months ago
Afe2020 ⭐ 7
Advanced Financial Econometrics - Trinity Term 2020
most recent commit 3 years ago
Statmetrics Android ⭐ 6
Mobile App Solution for Portfolio Analytics and Investment Management
most recent commit 2 years ago
Newquant ⭐ 6
A C++ library for data analysis and financial engineering computation.
most recent commit 9 years ago
Distributionalforecasts.jl ⭐ 5
Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835
most recent commit 5 years ago
The 2 Most Depended On Finance Econometrics Open Source Projects
Msgarch ⭐ 67
MSGARCH R Package
dependent packages 1total releases 12latest release January 16, 2022most recent commit a year ago
Pricer ⭐ 50
Economics and Pricing in R
dependent packages 1total releases 13latest release October 22, 2023most recent commit 6 months ago
The 3 Latest Releases In Finance Econometrics Open Source Projects
Pricer ⭐ 50
Economics and Pricing in R
dependent packages 1total releases 13latest release October 22, 2023most recent commit 6 months ago
Msgarch ⭐ 67
MSGARCH R Package
dependent packages 1total releases 12latest release January 16, 2022most recent commit a year ago
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