Top 6 Jupyter Notebook Econometric Projects

Financial-Models-Numerical-Methods

0 4,905 0.0 Jupyter Notebook

Collection of notebooks about quantitative finance, with interactive python code.
EconML

1 3,202 7.8 Jupyter Notebook

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

Project mention: [D] What approach to decide which class is most optimal for recovery? | /r/MachineLearning | 2022-10-14

A good package with many of the tools used for this type of problem as well as pretty good documentation about how it all works is https://github.com/microsoft/EconML
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hyperlearn

0 1,434 0.0 Jupyter Notebook

2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.
fecon235

14 1,011 0.0 Jupyter Notebook

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

Project mention: Financial Economics: Financial Economics Models. Extended Research - star count:915.0 | /r/algoprojects | 2023-06-10
Econometrics-With-Python

1 152 10.0 Jupyter Notebook

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.

Project mention: Python for Econometrics for Practitioners [Free Online Courses] | /r/CompSocial | 2023-08-24

Econometrics 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.
Bayesian-Statistics-Econometrics

1 59 10.0 Jupyter Notebook

Bayesian Statistics-Econometrics

Project mention: Python for Econometrics for Practitioners [Free Online Courses] | /r/CompSocial | 2023-08-24

Bayesian 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.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2023-08-24.