Skip to content
#

mixed-frequency-data

Star

Here are 3 public repositories matching this topic...

Language: All
Filter by language
All 3 Fortran 1 Python 1 R 1

ichalkiad / ardlmidasdnn

Star 4

This repository contains the code for the paper "Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors", by Ioannis Chalkiadakis, Prof. Gareth W. Peters and Dr. Matthew Ames.

natural-language-processing sentiment-analysis transformer cryptocurrencies midas attention-mechanism multi-time-scale-analysis mixed-frequency-data gegenbauer-long-memory
  • Updated Jul 23, 2024
  • R

Improve this page

Add a description, image, and links to the mixed-frequency-data topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the mixed-frequency-data topic, visit your repo's landing page and select "manage topics."

Learn more