Interest rate prediction

Data sets

• US interest rate: https://fred.stlouisfed.org/series/FEDFUNDS
• UK interest rate: https://sdw.ecb.europa.eu/quickviewexport.do?SERIES_KEY=229.IRS.M.GB.L.L40.CI.0000.GBP.N.Z&type=csv
• AUS interest rate
  • From 2011: https://www.rba.gov.au/statistics/tables/xls/f01d.xls
  • Prev 2011: https://www.rba.gov.au/statistics/tables/xls-hist/f01dhist.xls

Data pipelines and architecture

Project dashboard: https://danhphan.net/apps/interest-rate.html

Set up Environment

conda create --name creditrisk -c conda-forge python=3.9
conda activate creditrisk
conda install -c conda-forge mamba
mamba install -c conda-forge "pymc>=5.0.0" nutpie
mamba install -c conda-forge bokeh hvplot panel
pip install -r requirements.txt 

Convert panel to app for visualisation on Github

cd ./nbs
panel convert app.py --to pyodide-worker --out ../docs/app