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markdown reports below
EDA
Part A
Gaussian + Nonparanormal Graphical Models
Part B.1 - theory
Part B.2 - theory
Part B.3 - applied
PC Algorithm
Part C.1 - demo
Part C.2 - applied
VAR(p)
Part D
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End-to-end framework for discovering interpretable dependency structure in equity markets using graphical models. Implements Graphical Lasso, nonparanormal models, the PC algorithm, and VAR(1) Granger causality, with automated data ingestion, stability selection, and visualizations.
dimitris-markopoulos/financial-graphical-models
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End-to-end framework for discovering interpretable dependency structure in equity markets using graphical models. Implements Graphical Lasso, nonparanormal models, the PC algorithm, and VAR(1) Granger causality, with automated data ingestion, stability selection, and visualizations.
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