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

The asympPDC Package is a MATLAB and Octave package for Partial Directed Coherence (PDC) and Directed Transfer Function (DTF) estimation with asymptotic statistics, allied functions and routines for Granger Causality Test and results pretty plotting.

This project is about energy efficiency and renewable energy topic. Developed multivariate time series model to forecast global warming. Analyzed various causes of global warming including energy consumption, emissions; examined correlation and causality of temperature, CO2 concentration, population time series. Discovered the logical connection…

Source localization and connectivity analysis of high-density EEG data

Connectivity tools, classifiers and visualizers of EEG-based graphs(cortical)

This repository contains the Matlab code for implementing the bootstrap panel Granger causality procedure proposed by Kónya (Kónya, L. Exports and growth: Granger causality analysis on OECD countries with a panel data approach. Economic Modelling, 23(6), 978-992, 2006), which is based on the seemingly unrelated regressions (SUR) systems and the …

Top-Down Investment Strategy Optimization with Time Series Forecasting

This project is related to news coverage regarding COVID-19 around the world. Using LDA topic modeling, we have extracted topics in news about COVID- 19 over time and from different parts of the world.

Explore omnichannel marketing and how a company can optimally allocate their budget across marketing channels to maximise sales using the VAR model.

Permutational Multivariate Analysis of Variance, Causal mediation analysis, PCA, adjusted p_values, correlation amon distance matrix, power analysis, exat t_test, Fourier transform

Minutes played by under 21 players in Serie A

Investment Analysis and Asset Mgmt, Time Series Analysis & Forecasting, Machine Learning in Finance & Causal Inference Methods

Time series analysis and forecasting project based on Walmart Sales Data.