Minh Tri Nguyen tri2911

My boss always told me: hypotheses matter more than models in finance. My GitHub aims to deploy interesting ideas from papers into the real financial world

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tri2911 / statespace_large_dynamic_factor_models.ipynb

Created January 17, 2025 00:30 — forked from ChadFulton/statespace_large_dynamic_factor_models.ipynb

Large dynamic factor models, forecasting, and nowcasting in Statsmodels

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