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var-model

Here are 36 public repositories matching this topic...

IvanildoBatista / Series-Temporais

Projetos de modelagem e previsão de séries temporal em linguagem Python e linguagem R. Usarei vários modelos de bibliotecas e pacotes usados para tratamento, modelagem e previsão de séries temporais. Falarei um pouco sobre cada uma delas, gerarei a validação e as previsões e, por fim, realizarei a avaliação com a métricas pertinentes.

linear-regression lstm vecm darts impact sarimax arima-model mann-kendall sarima var-model gluonts autots modeltime prophet-facebook neuralprophet modeltime-gluonts atspy

Updated Feb 7, 2022
Jupyter Notebook

KevinDepedri / AI-for-Finance

Stock market prediction on 5 italian companies using VAR model, OLS regressions and LSTM recurrent neural networks over data retrieved from Refinitiv Eikon

lstm stock-price-prediction rnn var ols ols-regression statsmodels keras-tensorflow stock-market-prediction seasonality var-model ols-regression-model

Updated Jun 28, 2023
Jupyter Notebook

pawel-zajac-dev / Time-Series-Models

Time series analysis and forecasting with statistical models, exponential smoothing, and curve-fitting techniques.

decomposition prophet arima-model holt-winters ma-model garch-model sarima-model var-model box-jenkins arch-model

Updated Jul 6, 2026
Jupyter Notebook

Milanpeter-77 / Coursework-High-Frequency-Data-Time-Series-Models

Examining high-frequency ETF data using ARMA, VAR, and GARCH models to capture return dynamics and volatility.

arma hft etf volatility garch return var-model

Updated Oct 15, 2025
Jupyter Notebook

miyamura-web / JP_Macro_Dynamics

This project investigates the monetary transmission mechanism along with IS-LM Curve and the short-run Phillips Curve in Japan over the period 2000–2025

python sql eda forecasting regression-models monetary-policy var-model fiscal-policy phillips-curve

Updated Dec 22, 2025
Jupyter Notebook

austinlimjingzhe / exchangeratepolicy

SMU ECON248 "Financial Market and Monetary Policy" project. A Vector Autoregression (VAR) model was used to evaluate the use of exchange rate as monetary policy to achieve Economic Growth and Price Stability in Vietnam. Data obtained from SEIC database.

economics var-model

Updated May 23, 2022
R

Amrbizo / egypt-macro-var-model

Vector Autoregression model for Egyptian macroeconomic forecasting

python data-science time-series stress-testing banking econometrics macroeconomics centralbank var-model quant-analyst

Updated Feb 15, 2026
Python

Kiran-id10 / apple-stock-forecasting

Time Series Forecasting System for Apple Stock using VAR, LSTM & Hybrid Models with FastAPI + Streamlit and Cloud Deployment (GCP)

docker machine-learning deep-learning gcp lstm sarimax time-series-forecasting fastapi stock-forecasting streamlit var-model

Updated Aug 4, 2026
Python

Blaieet / Master-thesis

MSc thesis about sales forecasting in high-dimensional contexts taking into account product relationships and promotions

time-series master-thesis xgboost data-cleaning time-series-analysis sales-forecasting sales-prediction bussiness-intelligence var-model

Updated Sep 23, 2021
Jupyter Notebook

Chhavimohitkar65 / DemandForecasting

Our Healthcare Inventory Forecasting solution uses AI-driven models to optimize inventory, reduce stockouts, and prevent overstocking in healthcare. It integrates data from sales and market trends, using ARIMA and VAR models for precise demand forecasting. With automation from OpenAI, Power BI visualizations, and chatbot support, the system enhanc

python ai datascience healthcare machinelearning datavisualization arima-model predictiveanalytics var-model streamlit-webapp demandforecasting inventorymanagementsystem

Updated Sep 23, 2024
Python

SamiNakibETU / Russia_China_relationship

Quantitative analysis of Russia's structural dependency on China post-2022 sanctions : VAR, Event Study, Network Analysis & Trade Econometrics (Python)

python data-science time-series jupyter-notebook econometrics china russia network-analysis sanctions event-study geopolitics var-model trade-analysis

Updated Mar 2, 2026
Jupyter Notebook

sadpepep / VaR_modelling

Modelling data using the VaR

var-forecasting var-model

Updated Mar 7, 2024
Jupyter Notebook

Kantamaniprakash / Bitcoin-Price-Forecasting

30-day Bitcoin price forecasting using ARIMA & VAR models with 95% confidence intervals and Granger causality analysis (EUR/USD, Gold, S&P 500, Crude Oil)

python time-series bitcoin forecasting arima var-model

Updated Jul 10, 2026
Python

Chintan65 / USD-INR-Time-Series-Analysis

Engineered an econometric time-series pipeline in Python to analyze USD/INR exchange rate dynamics. Employs stationarity testing, VAR system modeling, and forecast error variance decomposition to prove the transition toward Global Financial Cycle dominance post-2020.

python econometrics time-series-analysis financial-modeling var-model usd-inr

Updated Mar 9, 2026
Jupyter Notebook

ArthurDanjou / TSA-ArcelorMittal-Eurostat

📈 Time Series Analysis & Forecasting (R): Financial GARCH models and Macroeconomic VAR/SARIMA systems.

econometrics forecasting rstats time-series-analysis macroeconomics financial-mathematics sarima garch-model var-model

Updated Apr 3, 2026

financial-market-transmission-analysis

Oriol-Salmeron / financial-market-transmission-analysis

Financial Econometrics project analysing the relationship between the S&P 500, IBEX 35 and Inditex using VAR models, Granger Causality, IRF and FEVD.

finance time-series econometrics forecasting rstats quantitative-finance financial-markets financial-econometrics investment-analysis var-model

Updated Aug 3, 2026

NishantD6 / Media-Prejudice-Project

Masters Thesis Project on Media Prejudice

data-wrangling predictive-modeling data-cleaning data-scraping var-model vector-autoregression-models

Updated Dec 24, 2021
Jupyter Notebook

ReshmaaVasudevan / singapore-exchange-rate-inflation-analysis

Econometric analysis of SGD exchange rate impact on Singapore's CPI and Import Price Index using OLS regression, Granger causality, VAR modelling and impulse response analysis. Built with R.

r time-series econometrics exchange-rates singapore inflation granger-causality var-model

Updated Jun 18, 2026

Avinash793 / time-series-analysis-examples

Detailed implementation of various time series analysis models and concepts on real datasets.

Updated Jan 15, 2024
Jupyter Notebook

N-SABI / ETF-Volatility-Causality-GARCH-BEKK-VAR

Ce projet analyse la volatilité et les interactions de trois ETF (MEU.PA, BNKE.PA, ANX.PA) sur la période 2013-2025. Modèles GARCH (univariés et multivariés BEKK) pour modéliser la volatilité conditionnelle et des modèles VAR, tests de causalité de Granger et fonctions de réponse aux impulsions

time-series impulse-response econometrics etf volatility garch financial-markets granger-causality financial-econometrics gretl var-model bekk

Updated Aug 22, 2026

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