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A R Package to apply Machine Learning to Macro Economic Diffusion Indexes
License: GNU General Public License v3.0
macrodiffusionindex's Introduction
- ๐ Hi, Iโm @Rishi0812
- ๐ Iโm interested in AI/Data Science
- ๐ฑ Iโm currently learning and implementing NLP, CV, DL, ML and Web Dev
- ๐๏ธ Iโm looking to collaborate on AI Projects
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For each category of economic indicators, ie. Fundamental, Behavioral, Catalyst.
Updated in mdi_get_data() function
Data present in CSV files. Read the CSV files and Convert the CSV data to XTS
Updated in mdi_get_data() function
- G4 balance sheet growth - balance sheet growth of 4 largest central banks
- US ISM - a coincident exconomic growth indicator
- Conference Board US Leading Indicator - same as above from different organization
- China PMI - a measure of Chinese economic growth
- China hot-rolled steel prices
- China Pork Prices
- Germany IFO Index - economic growth indication in Germany
- Global PMIs (particularly Singapore, Taiwan, Brazil)
Get Data from Bloomberg
- Equity risk premia (difference between expected stock returns and bond returns)
- Fed Model (Earnings Yield less Treasury Yield) A proxy for equity valuation vs. bond valuation
- Yardeni Model (Earnings Yield less Corporate Bond Yield)
Updated in mdi_get_data() function
Modify and process available CSV data to successfully read and covert into xts object