AlgoMathITMO / CLSGAN
Synthetic financial time series generation with regime clustering
☆10Updated last year
Alternatives and similar repositories for CLSGAN:
Users that are interested in CLSGAN are comparing it to the libraries listed below
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆15Updated 2 years ago
- ☆10Updated 4 years ago
- Generative Adversarial Network to create synthetic time series☆23Updated 4 years ago
- Official repository for the ICML 2022 DFUQ paper: conformal prediction sets for time-series☆10Updated 2 years ago
- ☆22Updated 2 years ago
- Conformal Prediction for Time Series with Modern Hopfield Networks☆75Updated last year
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆12Updated last year
- Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"☆17Updated 3 months ago
- Code for PCMCI-Ω algorithm from the NeurIPS'23 paper "Causal Discovery in Semi-Stationary Time Series"☆17Updated 5 months ago
- ☆25Updated 2 years ago
- Tutorial repository for time series forecasting models☆31Updated 5 months ago
- Change-point detection using neural networks☆18Updated last year
- Hierarchical Forecasting at Scale☆13Updated last year
- Seq2Tens: An efficient representation of sequences by low-rank tensor projections☆28Updated last year
- Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022☆18Updated 2 years ago
- [SDM24] Official code for "Time-Transformer"☆11Updated last week
- This is a tensorflow-keras implementation of our paper "Attention Based Dynamic Graph Learning Framework for Asset Pricing"☆14Updated 3 years ago
- The PyTorch implementation of "Modeling Financial Time Series using LSTM with Trainable Initial Hidden States"☆11Updated 4 years ago
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆11Updated last year
- Distributional Gradient Boosting Machines☆26Updated 2 years ago
- Contains the implementation of the EDAIN and EDAIN-KL methods proposed in our paper. The research was also part of the thesis I wrote as …☆14Updated last year
- Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…☆18Updated 2 years ago
- Spectral Attention Autoregressive Model (SAAM)☆15Updated 2 years ago
- Deep Probabilistic Koopman: long-term time-series forecasting under quasi-periodic uncertainty☆23Updated 3 years ago
- repository for accepted paper in BigData 2022 conference☆11Updated last year
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting☆13Updated 2 years ago
- Stock prediction thru TFT☆37Updated 3 years ago
- The objective of this project is to develop a Monte Carlo simulation model for portfolio optimization to maximise an investor's max retur…☆10Updated last year
- ☆35Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Updated 2 years ago