Alternatives and similar repositories for scipy2022-bayesian-time-series

Users that are interested in scipy2022-bayesian-time-series are comparing it to the libraries listed below

• lixixibj / DeepVARwT-data-code
  ☆20Updated 8 months ago
• rakshitha123 / WeeklyForecasting
  This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…
  ☆47Updated 3 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 6 months ago
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆65Updated last year
• bank-of-england / InterpretableMLWorkflow
  ☆16Updated 11 months ago
• ctanujit / FEWNet
  ☆14Updated 2 months ago
• xRiskLab / xBooster
  Explainable Boosted Scoring with Python: turning XGBoost and CatBoost classifiers into explainable scorecards
  ☆15Updated last month
• jessegrabowski / statespace-presentation
  Presentation materials for PyMC Statespace
  ☆22Updated 9 months ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆76Updated last month
• Kem975 / Deep_Partial_Least_Squares
  Source code for Deep Partial Least Squares for Empirical Asset Pricing.
  ☆15Updated 2 years ago
• GiulioRossetti94 / PyBondLab
  ☆25Updated 2 weeks ago
• jstriaukas / midasmlpy
  Python implementation of the midasml approach
  ☆24Updated 3 weeks ago
• YannickKae / Statistical-Learning-based-Portfolio-Optimization
  This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…
  ☆13Updated last year
• xqnwang / conformalForecast
  Methods and tools for multistep-ahead time series conformal prediction.
  ☆37Updated 2 months ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• MarcoGorelli / wound-ignite
  Prize-winning solution to the M6 Forecasting Competition
  ☆23Updated 2 years ago
• microprediction / m6entry
  ☆20Updated 2 years ago
• microprediction / microactors-causality
  Examples of causality maps for time series driven by GitHub actions
  ☆15Updated last year
• mfrdixon / G-Learning-Wealth-Management
  ☆23Updated 3 years ago
• Techtonique / ahead_python
  Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)
  ☆13Updated 8 months ago
• jv-rv / split-conformal-nonexchangeable
  ☆13Updated 9 months ago
• StatMixedML / Hyper-Trees
  Forecasting with Hyper-Trees
  ☆17Updated 7 months ago
• HansikaPH / Forecast_Evaluation_Pitfalls
  This repository contains the experiments conducted to showcase common pitfalls in forecast evaluation.
  ☆8Updated 2 years ago
• kvnkho / pydata-timeseries-forecasting
  Material for PyData NYC Tutorial on Large Scale Timeseries Forecasting
  ☆26Updated 2 years ago
• ysaporito / fourier-bayesian-sv-estimation
  Fourier-Bayesian estimation of stochastic volatility models
  ☆17Updated 3 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆29Updated 4 years ago
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆44Updated 8 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• modeva-ai / Modeva
  Integrated tool for model development and validation
  ☆28Updated last week