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statsmodels / statsmodels

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ENH: Improvements to new ARIMA-type estimators

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ChadFulton
ChadFulton commented Sep 11, 2019

Collection of follow-ups to #5827. These can/should be broken out into individual PRs. Many are relatively straightforward and would make a good first PR.

General

  • Documentation (none was added in original PR).
  • Release notes.
  • Example notebook.
  • Double-check how sm.tsa.arima.ARIMA works with fix_params (it should fail except when the fit method is statespace
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comp-tsa good first issue type-enh
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cantaro86 / Financial-Models-Numerical-Methods

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

python science tutorial topics linear-regression mathematics econometrics nbviewer partial-differential-equations option-pricing quantitative-finance jupyter-notebooks stochastic-differential-equations american-options kalman-filter stochastic-processes monte-carlo-methods financial-engineering financial-mathematics levy-processes heston-model brownian-motion jump-diffusion-mertons-model fourier-inversion linear-systems-equations
  • Updated Jul 10, 2020
  • Jupyter Notebook

danielhanchen / hyperlearn

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**IMPORTANT: On Contributing to HyperLearn + Note to Contributors

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danielhanchen
danielhanchen commented Aug 29, 2018

Hey Contributor!

Thanks for checking out HyperLearn!! Super appreciate it.

Since the package is new (only started like August 27th)..., Issues are the best place to start helping out, and or check out the Projects tab. There's a whole list of stuff I envisioned to complete.

Also, if you have a NEW idea: please post an issue and label it new enhancement.

In terms of priorities, I wanted

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good first issue help wanted
EconML

microsoft / EconML

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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 Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

machine-learning economics econometrics causality causal-inference treatment-effects
  • Updated Sep 10, 2020
  • Jupyter Notebook

rsvp / fecon235

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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

python finance statistics time-series jupyter-notebook pandas economics housing econometrics gdp fx gold equities inflation federal-reserve bonds asset-pricing interest-rates employment fecon236
  • Updated Dec 3, 2018
  • Jupyter Notebook

MathSci / fecon236

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