Discover @fipelle Open Source projects

Filippo Pellegrino (@fipelle)

fipelle

Stars
143
Global Rank 159,385 (Top 6 %)
Followers 37
Following 25
Registered almost 11 years ago
Most used languages

Julia
83.3 %

Jupyter Notebook
16.7 %
Location 🇬🇧 United Kingdom
Country Total Rank 7,144
Country Ranking

Julia
12

Jupyter Notebook
1,839

MessyTimeSeries.jl

A Julia implementation of basic tools for time series analysis compatible with incomplete data.

replication-pellegrino-2022-hyperparameters

Elastic-net VARMA: hyperparameter optimisation, estimation and forecasting

replication-hasenzagl-et-al-2020

Replication code for "A Model of the Fed's View on Inflation".

Jupyter Notebook

MessyTimeSeriesOptim.jl

A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.

replication-pellegrino-2022-ensembles

CeMicrodata.jl

Pull data from the Consumer Expenditure (CE) Public Use Microdata (PUMD) into Julia