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Popular GitHub Repositories for Engle Granger

Discover the most popular open-source projects and tools related to Engle Granger, and stay updated with the latest development trends and innovations.

GVAR

0
autoregressive-neural-networks

An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.

79
10个月前
0

AERCA

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anomaly-detection

AERCA: Root Cause Analysis of Anomalies in Multivariate Time Series through Granger Causal Discovery (ICLR 2025 Oral)

69
10个月前
0

NNGC SLIMMBA

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granger-causality

Nonlinear Granger causality inference with neural networks for high-resolution mass spectrometry

15
1年前
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CSE523 Machine Learning Fantastic 4

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arima

Extracting features from the tweets and the financial data and correlating them and inferring fruitful conclusions about the future prices.

2
3年前
0

Cointegration Analysis

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backtesting

Open-source cointegration & pairs-trading research package: CLI + tests + CI; Engle–Granger/Johansen, OU/ECM diagnostics, and walk-forward backtests with cost/benchmark controls..

1
3个月前
0