alfsn regime-switching-hmm issues

alfsn / regime-switching-hmm

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Final sprints

#83 alfredo-sampron closed 2 weeks ago
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Se rompieron las listas assetlist

#82 alfredo-sampron closed 2 weeks ago
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Changes after 24 may 24

#81 alfredo-sampron closed 3 months ago
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Graphing top 3 forecasts and residuals

#80 alfredo-sampron closed 3 months ago
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Eliminar actual returns sumados a los forecasts y hacer que comparison el actual dato en df_test

#79 alfredo-sampron opened 4 months ago
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Podemos elegir los top3 models y graficarlos?

#78 alfredo-sampron opened 4 months ago
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Filter stockindex para CLP y forecast graphs con external df

#77 alfredo-sampron closed 4 months ago
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Comparison counter

#76 alfredo-sampron closed 4 months ago
1
Comparison: USD_index y index son agarrados como el mismo modelo cuando son distintos assets

#75 alfredo-sampron opened 4 months ago
2
Comparison: un counter que compare tipos de modelos

#74 alfredo-sampron closed 4 months ago
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Attempt hmm pomegranate

#73 alfredo-sampron closed 5 months ago
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HMM Pomegranate: esta generando matriz de probabilidad para cada dia: necesito una probabilidad conjunta

#72 alfredo-sampron closed 4 months ago
3
Generate dataset no está creando USD_^index

#71 alfredo-sampron opened 5 months ago
4
Output hmm fail table

#70 alfredo-sampron closed 5 months ago
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03b Graficando es un nuevo file

#69 alfredo-sampron closed 4 months ago
1
probar nuevo modulo HMM

#68 alfredo-sampron closed 4 months ago
1
HMM: create output table with model estimation failures

#67 alfredo-sampron closed 5 months ago
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Solve nans in forecasts residuals

#66 alfredo-sampron closed 5 months ago
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df_test le falta el 01-06-23

#65 alfredo-sampron closed 6 months ago
2
Comparison: en vez de hacer por criterio, hacer por stock

#64 alfredo-sampron closed 5 months ago
1
Residuos: ver cantidad de dia exacto

#63 alfredo-sampron closed 5 months ago
1
HMM: modificar flat prior por el el posterior del modelo preferido con full sample

#62 alfredo-sampron opened 6 months ago
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Diebold-Mariano test implementation

#61 alfredo-sampron closed 6 months ago
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HMM: crear funcion is_good_model y pasarlo dentro del loop de forecasting

#60 alfredo-sampron opened 6 months ago
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GARCH: Guardar forecasts y no solo residuals.

#59 alfredo-sampron closed 6 months ago
1
HMM: Guardar forecasts y no solo residuals.

#58 alfredo-sampron closed 6 months ago
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VAR: Guardar forecasts y no solo residuals.

#57 alfredo-sampron closed 5 months ago
1
.pies :cake:

#56 alfredo-sampron closed 6 months ago
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Comparison refactor

#55 alfredo-sampron closed 6 months ago
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GARCH: hacer que los forecasts forwardfilleen en la notebook cuando hay un NAN

#54 alfsn closed 6 months ago
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VAR: hacer que los forecasts forwardfilleen en la notebook cuando hay un NAN

#53 alfsn closed 6 months ago
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HMM: hacer que los forecasts forwardfilleen en la notebook cuando hay un NAN

#52 alfsn closed 6 months ago
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50 var llevar nomenclatura with vol with usd estandarizada con hmm

#51 alfredo-sampron closed 6 months ago
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VAR: llevar nomenclatura with_vol with_USD estandarizada con HMM

#50 alfredo-sampron closed 6 months ago
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Var Refactor

#49 alfredo-sampron closed 6 months ago
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VAR: por simetria hace falta tener VAR with_vol=True y with_USD=True como distintas categorias

#48 alfredo-sampron closed 6 months ago
1
HMM: Unbound local error failures when estimating many models

#47 alfredo-sampron closed 7 months ago
1
Create multivariate HMM

#46 alfredo-sampron closed 7 months ago
0
Descriptive stats

#45 alfredo-sampron closed 7 months ago
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Comparison

#44 alfredo-sampron closed 7 months ago
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Modifications after 14/12/23 meeting

#43 alfsn closed 8 months ago
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startprob_ must sum to 1 (got nan) en generate_HMM_samples_residuals

#42 alfsn closed 8 months ago
2
En el HMM tengo que reestimar en la rolling window

#41 alfredo-sampron closed 8 months ago
2
Estimar familias de HMM

#40 alfredo-sampron closed 7 months ago
0
alpha_values en GARCH

#39 alfredo-sampron closed 8 months ago
1
Comparación justa de cantidad de observaciones

#38 alfredo-sampron opened 9 months ago
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Para comparacion de modelos va el test de Diebold y Mariano

#37 alfredo-sampron closed 7 months ago
1
Residual Functions for GARCH and HMM

#36 alfredo-sampron closed 9 months ago
0
GARCH: no tiene sentido pasar gk_vol como y en el GARCH model

#35 alfredo-sampron opened 9 months ago
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como hago para comparar residuos con distintas dimensiones?

#34 alfredo-sampron opened 9 months ago
2