DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
☆41Updated 3 months ago
Alternatives and similar repositories for Evaluation-of-Time-Series-Generative-Models:
Users that are interested in Evaluation-of-Time-Series-Generative-Models are comparing it to the libraries listed below
- ☆26Updated last year
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆29Updated last year
- ☆60Updated 3 years ago
- code scripts for Tail-GAN: Learning to Simulate Tail Risk Scenarios☆11Updated last month
- Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…☆18Updated 2 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆17Updated 3 years ago
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…☆69Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 5 months ago
- Estimators and analysis for extreme value theory (EVT)☆16Updated 3 years ago
- Calculate predictive causality between time series using information-theoretic techniques☆94Updated 3 years ago
- ☆13Updated 7 months ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆107Updated last year
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆20Updated 3 years ago
- Code for: "A Generalised Signature Method for Time Series"☆63Updated last year
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆49Updated 2 years ago
- 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
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆40Updated 4 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆36Updated 2 months ago
- Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction☆39Updated 3 years ago