├── .github └── workflows │ └── main.yml ├── .gitignore ├── Censored Data.ipynb ├── Decision Tree Ensembles for Volatility Forecasts.ipynb ├── Gradient Boosting with Polynomial Decision Trees.ipynb ├── Julia HMM Scaled.ipynb ├── Julia HMM.ipynb ├── Julia Kalman Filter.ipynb ├── Multivariate GARCH.ipynb ├── Particle Filter Maximum Likelihood.ipynb ├── Probabilistic Forecasts with Random Forests.ipynb ├── README.md ├── StochasticVolatility.ipynb ├── TimeVaryingCoefficients.ipynb ├── Variational inference of latent state in state-space models .ipynb └── Varying Coefficient GARCH.ipynb /.github/workflows/main.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/.github/workflows/main.yml -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | .ipynb_checkpoints 2 | -------------------------------------------------------------------------------- /Censored Data.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Censored Data.ipynb -------------------------------------------------------------------------------- /Decision Tree Ensembles for Volatility Forecasts.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Decision Tree Ensembles for Volatility Forecasts.ipynb -------------------------------------------------------------------------------- /Gradient Boosting with Polynomial Decision Trees.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Gradient Boosting with Polynomial Decision Trees.ipynb -------------------------------------------------------------------------------- /Julia HMM Scaled.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Julia HMM Scaled.ipynb -------------------------------------------------------------------------------- /Julia HMM.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Julia HMM.ipynb -------------------------------------------------------------------------------- /Julia Kalman Filter.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Julia Kalman Filter.ipynb -------------------------------------------------------------------------------- /Multivariate GARCH.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Multivariate GARCH.ipynb -------------------------------------------------------------------------------- /Particle Filter Maximum Likelihood.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Particle Filter Maximum Likelihood.ipynb -------------------------------------------------------------------------------- /Probabilistic Forecasts with Random Forests.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Probabilistic Forecasts with Random Forests.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # sample_notebooks 2 | Additional resources for my [blog](https://sarem-seitz.com) 3 | -------------------------------------------------------------------------------- /StochasticVolatility.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/StochasticVolatility.ipynb -------------------------------------------------------------------------------- /TimeVaryingCoefficients.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/TimeVaryingCoefficients.ipynb -------------------------------------------------------------------------------- /Variational inference of latent state in state-space models .ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Variational inference of latent state in state-space models .ipynb -------------------------------------------------------------------------------- /Varying Coefficient GARCH.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SaremS/sample_notebooks/HEAD/Varying Coefficient GARCH.ipynb --------------------------------------------------------------------------------