The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning. Learn more →
Top 7 Jupyter Notebook Econometric Projects
-
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
-
EconML
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of
-
WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
-
fecon235
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
-
Robyn
Robyn is an experimental, AI/ML-powered and open sourced Marketing Mix Modeling (MMM) package from Meta Marketing Science. Our mission is to democratise modeling knowledge, inspire the industry through innovation, reduce human bias in the modeling process & build a strong open source marketing science community. (by facebookexperimental)
-
Econometrics-With-Python
Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
-
InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
Project mention: 80% faster, 50% less memory, 0% loss of accuracy Llama finetuning | news.ycombinator.com | 2023-12-01Good point - the main issue is we encountered this exact issue with our old package Hyperlearn (https://github.com/danielhanchen/hyperlearn).
I OSSed all the code to the community - I'm actually an extremely open person and I love contributing to the OSS community.
The issue was the package got gobbled up by other startups and big tech companies with no credit - I didn't want any cash from it, but it stung and hurt really bad hearing other startups and companies claim it was them who made it faster, whilst it was actually my work. It hurt really bad - as an OSS person, I don't want money, but just some recognition for the work.
I also used to accept and help everyone with their writing their startup's software, but I never got paid or even any thanks - sadly I didn't expect the world to be such a hostile place.
So after a sad awakening, I decided with my brother instead of OSSing everything, we would first OSS something which is still very good - 5X faster training is already very reasonable.
I'm all open to other suggestions on how we should approach this though! There are no evil intentions - in fact I insisted we OSS EVERYTHING even the 30x faster algos, but after a level headed discussion with my brother - we still have to pay life expenses no?
If you have other ways we can go about this - I'm all ears!! We're literally making stuff up as we go along!
Project mention: Financial Economics: Financial Economics Models. Extended Research - star count:1033.0 | /r/algoprojects | 2023-12-10
With all this talk about Google and other platforms deprecating 3P tracking in favor of more aggregate "tracking", my team is considering a marketing mix modeling tool. One that comes to mind is this tool - Robyn
Project mention: Python for Econometrics for Practitioners [Free Online Courses] | /r/CompSocial | 2023-08-24Econometrics with Python: This is a crash course for reviewing the most important concepts and techniques of econometrics. The theories are presented lightly without hustles of mathematical derivation and Python codes are mostly procedural and straightforward. Core concepts covered: multi- linear regression, logistic model, dummy variable, simultaneous equations model, panel data model and time series.
Project mention: Python for Econometrics for Practitioners [Free Online Courses] | /r/CompSocial | 2023-08-24Bayesian Statistics with Python: Bayesian statistics is the last pillar of quantitative framework, also the most challenging subject. The course will explore the algorithms of Markov chain Monte Carlo (MCMC), specifically Metropolis-Hastings, Gibbs Sampler and etc., we will build up our own toy model from crude Python functions. In the meanwhile, we will cover the PyMC3, which is a library for probabilistic programming specializing in Bayesian statistics.
Jupyter Notebook Econometrics related posts
- Show HN: Probabilistic hierarchical forecasting with statistical methods
- Sh: Probabilistic hierarchical forecasting with statistical methods
- Probabilistic and nonnegative methods for hierarchical forecasting in python are now available in Nixtla's HierachicalForecast
- Probabilistic hierarchical reconciliation for time series
- [D] Can anyone explain the MinTrace method for reconciliation of Hierarchical Time Series Forecast?
- [D] Python's library to multivariate time series forecasting: Sktime, modeltime, darts.
- [D] What approach to decide which class is most optimal for recovery?
-
A note from our sponsor - WorkOS
workos.com | 25 Apr 2024
Index
What are some of the best open-source Econometric projects in Jupyter Notebook? This list will help you:
Project | Stars | |
---|---|---|
1 | Financial-Models-Numerical-Methods | 5,250 |
2 | EconML | 3,540 |
3 | hyperlearn | 1,510 |
4 | fecon235 | 1,088 |
5 | Robyn | 1,026 |
6 | Econometrics-With-Python | 250 |
7 | Bayesian-Statistics-Econometrics | 71 |
Sponsored