A python library for generating macro-economic scenarios
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Updated
Oct 9, 2023 - 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
Explore omnichannel marketing and how a company can optimally allocate their budget across marketing channels to maximise sales using the VAR model.
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.
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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