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  1. MarSwitching.jl MarSwitching.jl Public

    MarSwitching.jl: Julia package for Markov switching dynamic models 📈

    Julia 47 3

  2. Downloading-and-aggregating-stocks Downloading-and-aggregating-stocks Public

    Scripts for downloading WSE/GPW stock prices. Allows for downloading historical price for every stock into a single dataset

    R 6

  3. termpremia termpremia Public

    R package for estimation of term premia of the bonds. The package implements among other methods, the ACM model.

    R 1

  4. agent-based-modelling-banking agent-based-modelling-banking Public

    Agent based modelling of banking sector and exogenous shocks.

    R 7 2

  5. BikeSharingRebalancing.jl BikeSharingRebalancing.jl Public

    Library for solving and analyzing bike-sharing rebalancing problems

    Julia 5

  6. quality_factor_WSE quality_factor_WSE Public

    HTML