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At1uri
/
markov-switching-autoregressive-engine
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Time Series Forecasting
English
scikit-learn
markov-switching-autoregressive-heteroskedastic
time-series
finance
econometrics
markov-switching
quantitative-research
regime-detection
hamilton-filter
License:
mit
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markov-switching-autoregressive-engine
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At1uri
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README.md
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calibrated_parameters.json
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config.json
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hamilton_filter.py
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