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cosimoizzo / DDFM

Deep Dynamic Factor Models
MIT License
13 stars 6 forks source link

Bai and Ng replication, out of sample with cross-validation, backcast… #3

Closed Paoloandreini90 closed 6 months ago

Paoloandreini90 commented 6 months ago

Bai and Ng replication, out of sample with cross-validation, backcast, nowcast, forecast for all models