0zean / MARS-Time-SeriesLinks
Multivariate Adaptive Regression Splines for Time Series Prediction
☆18Updated 2 years ago
Alternatives and similar repositories for MARS-Time-Series
Users that are interested in MARS-Time-Series are comparing it to the libraries listed below
Sorting:
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 11 months ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 7 years ago
- Non-parametric method for estimating regime change in bivariate time series setting.☆14Updated 8 years ago
- Dynamic lead/lag inference for time series☆17Updated 6 years ago
- Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation☆20Updated last year
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Updated 3 years ago
- Generative Adversarial Network to create synthetic time series☆23Updated 5 years ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Updated 4 years ago
- WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series☆73Updated 5 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆25Updated 8 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 10 months ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 years ago
- Python Copula Module☆43Updated 2 years ago
- Code examples for pyFTS☆51Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆92Updated 3 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Updated 6 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 12 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Machine Learning for Financial Market Prediction☆59Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 7 months ago
- Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model☆70Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 4 years ago
- A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time differ…☆32Updated 7 years ago
- Time Series Forecasting with LightGBM☆85Updated 3 years ago
- This repo is using imitating learning to optimize portfolio. The code was derived from https://github.com/vermouth1992/drl-portfolio-mana…☆11Updated 6 years ago