Code to generate all tables and figures of "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios", Critical Finance Review (forthcoming).
It contains codes and data to replicate paper on Spatial bootstrapped microeconometrics forecasting for out-of-sample geo-locations in big data
This project aims to predict future yen prices using time-series models such as ARIMA as well as making out of sample and in sample predictions on Python
This course delves into financial forecasting, covering predictive regression, multi-horizon models, and principal components for improved accuracy, with a focus on rigorous out-of-sample analysis.
Usage of model averaging to improve total credit gap as predictor of financial crises
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