3 projects
SymbolicDSGE
A diagnostic symbolic adjustment layer for simple DSGE models. Features a built-in linearized DSGE engine constructed from symbolic expressions. Functionality is included to regress on measurement equations with symbolic function discovery using Kalman Filter innovations. The library is designed to be a diagnostic tool to provide isight into potential model misspecifications through said mesaurement regressions.
macrosim
Macroeconomic simulation engine with PySR symbolic regression
NeoPortfolio
Portfolio Selection, Optimization, and backtesting library with sentiment analysis and ML features
