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Master's thesis: Data and code

Author: Martin Řanda

Year: 2023

Supervisor: prof. PhDr. Ladislav Krištoufek Ph.D.

Official link to the thesis: https://dspace.cuni.cz/handle/20.500.11956/182541?locale-attribute=en

This repository contains data and code for the modeling part of my Master's thesis at IES FSV CUNI. Raw data and code for the exploratory analysis are available upon request. Link to the thesis will be supplied once it is defended and published.

The project is structured as follows:

  • data/ – data for the hourly pseudo-out-of-sample analyses conducted in the thesis

  • minutes/ – R files and data for the high-frequency forecasting exercise

  • the scripts in the root directory of the project are meant to be run in their given numerical order (i.e., run 00_* files before 01_* and so on)

    • package and software versions are available at the beginning of each file