Alternatives and similar repositories for scikit-rmt

Users that are interested in scikit-rmt are comparing it to the libraries listed below

• datasig-ac-uk / esig
  esig python package
  ☆48Updated 5 months ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆47Updated 2 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆49Updated 3 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆36Updated 3 years ago
• msabvid / Deep-PPDE
  Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
  ☆35Updated 3 years ago
• BorealisAI / continuous-time-flow-process
  PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
  ☆48Updated 4 years ago
• saadlabyad / aslsd
  Parametric estimation of multivariate Hawkes processes with general kernels.
  ☆13Updated last year
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆54Updated 2 years ago
• anh-tong / signax
  Signax: Signature computation in JAX
  ☆29Updated 4 months ago
• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆21Updated 4 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 3 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• plgreenLIRU / GMM_Conditional
  Finding the conditional distributions of a Gaussian Mixture Model
  ☆12Updated 5 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆51Updated 2 years ago
• amzn / orthogonal-additive-gaussian-processes
  Light-weighted code for Orthogonal Additive Gaussian Processes
  ☆42Updated 10 months ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆44Updated 2 years ago
• RudyMorel / scattering_spectra
  Scattering Spectra used for the analysis and generation of time-series
  ☆36Updated 5 months ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆35Updated 3 years ago
• HHalva / hmnlica
  Code for Hidden Markov Nonlinear ICA
  ☆24Updated 3 years ago
• crispitagorico / sigkernel
  Differentiable computations for the signature-PDE-kernel on CPU and GPU.
  ☆55Updated last year
• 732jhy / Fractional-Brownian-Motion
  Python implementation of fractional brownian motion
  ☆61Updated 4 years ago
• cvxgrp / cvx_opt_risk_neutral
  Convex optimization over risk-neutral probabilities.
  ☆15Updated 5 years ago
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆39Updated 2 months ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 8 months ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated last year
• acoache / RL-DynamicConvexRisk
  Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures
  ☆23Updated last year
• jamesvuc / jax-bayes
  Bayesian inference with Python and Jax.
  ☆32Updated 2 years ago
• Zhenyu-LIAO / RMT4ML
  Matlab Notebook for visualizing random matrix theory results and their applications to machine learning
  ☆121Updated 2 years ago
• cvxgrp / cov_pred_finance
  ☆65Updated 2 weeks ago