Alternatives and similar repositories for pymar

Users that are interested in pymar are comparing it to the libraries listed below

• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆44Updated 8 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago
• luisdamiano / gsoc17-hhmm
  Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 201…
  ☆118Updated 6 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• BayerSe / l1qr
  Lasso Quantile Regression
  ☆31Updated 5 years ago
• compops / pmh-tutorial
  Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
  ☆28Updated 6 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 6 years ago
• bank-of-england / Shapley_regressions
  Statistical inference on machine learning or general non-parametric models
  ☆44Updated last year
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• Andres-Hernandez / CalibrationNN
  Model Calibration with Neural Networks
  ☆48Updated 7 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆17Updated 3 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 6 months ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 2 years ago
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• alan-turing-institute / bocpdms
  ☆32Updated 6 years ago
• yc-ning / Bayesian-multivariate-time-series-causal-inference
  R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''
  ☆46Updated 4 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• DarkEyes / VLTimeSeriesCausality
  A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
  ☆56Updated last year
• fw307 / high_dimensional_regression_comparison
  Empirical comparison of penalized linear regression in high-dimensional settings
  ☆12Updated 5 years ago
• IshmaelBelghazi / ThreePass
  Three Pass Regression Filter for R
  ☆15Updated 9 years ago