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
• luisdamiano / gsoc17-hhmm
  Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 201…
  ☆122Updated 7 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 13 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 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 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
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 3 years ago
• IshmaelBelghazi / ThreePass
  Three Pass Regression Filter for R
  ☆15Updated 10 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 11 months ago
• mfrdixon / GP-CVA
  ☆14Updated 6 years ago
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• ajtulloch / IntensityCreditModels
  Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
  ☆21Updated 12 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
• convexfi / fitHeavyTail
  Mean and Covariance Matrix Estimation under Heavy Tails
  ☆22Updated 2 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• jeffalstott / pystan_time_series
  Basic time series modeling with Stan and Pystan
  ☆33Updated 8 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• BayerSe / l1qr
  Lasso Quantile Regression
  ☆31Updated 5 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 5 months ago
• R-Finance / Meucci
  ☆46Updated 9 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆15Updated 9 years ago
• hstrey / Hidden-Markov-Models-pymc3
  Implementation of Hidden Markov Models in pymc3
  ☆62Updated 8 years ago
• CamDavidsonPilon / PyProcess
  Generate stochastic processes using Python. Unfortunately not maintained any longer =(
  ☆111Updated 10 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• AndrewLyasoff / SMAP
  Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…
  ☆23Updated 4 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆13Updated 6 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆159Updated 10 months ago