Sarem Seitz - Notebooks

Collection of short notebooks that don’t qualify as full-length articles.

Title
Decision Tree ensembles for volatility forecasting
Estimating censored distributions
Hidden-Markov model estimation in Julia
Kalman Filter for a Linear State-Space model in Julia
Maximum Likelihood of latent-variable models via Particle Filters
Models with time-varying coefficients
Multivariate GARCH in Python
Probabilistic forecasts with Random Forests
Scalable variant of the forward-backward algorithm for Hidden-Markov models
Varying Coefficient GARCH