Community Profile

photo

Sarunas Girdenas


University of Exeter

Active since 2014

Followers: 0   Following: 0

Message

Professional Interests: DSGE Modelling, Econometric (Machine) Learning, Arduino

Statistics

  • Personal Best Downloads Level 1
  • First Review
  • 5-Star Galaxy Level 2
  • First Submission

View badges

Feeds

View by

Submitted


Polynomial Fit Using Batch Gradient Descent
Function fits polynomial of desired order using batch gradient algorithm

ongeveer 9 jaar ago | 3 downloads |

Thumbnail

Submitted


grad_descent.zip
Gradient Descent (Batch) Algorithm for OLS

bijna 10 jaar ago | 1 download |

Thumbnail

Submitted


transition_matrix.m
This code extracts transition matrices from dynare output for a convenient use

bijna 10 jaar ago | 3 downloads |

Thumbnail

Submitted


Rolling Window FIGARCH Forecast
This code uses rolling window FIGARCH model estimates to compute forecasts.

ongeveer 10 jaar ago | 4 downloads |

Thumbnail

Submitted


Expanding OLS
This code runs OLS on the expanding window

ongeveer 10 jaar ago | 1 download |

Thumbnail