Developed a fast implementation of autoregressive models with fitting, ACF/PACF tests and forecasting.
☆13Sep 8, 2019Updated 6 years ago
Alternatives and similar repositories for Time-Series-AR-Modelling-in-Cpp
Users that are interested in Time-Series-AR-Modelling-in-Cpp are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Mathematical consequences of orthogonal weights initialization and regularization in deep learning. Experiments with gain-adjusted orthog…☆17Sep 21, 2019Updated 6 years ago
- IntvalPy - a Python interval computation library (interval arithmetic)☆14Apr 25, 2026Updated 2 weeks ago
- Call for Replication in ReScience☆13Oct 13, 2016Updated 9 years ago
- Fair quantitative comparison of NLP embeddings from GloVe to RoBERTa with Sequential Bayesian Optimization fine-tuning using Flair and Se…☆18Sep 4, 2019Updated 6 years ago
- Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff …☆52Sep 4, 2019Updated 6 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- A Command Line Interface based mini project on restaurant billing system developed using JAVA☆15Jun 12, 2020Updated 5 years ago
- Hypergraph convolution and attention networks research☆15Jul 31, 2024Updated last year
- Python package for Model Metric Uncertainty estimation☆17Sep 5, 2024Updated last year
- QR decomposition package for Python☆16Jan 10, 2015Updated 11 years ago
- ☆19Jun 4, 2021Updated 4 years ago
- Efficient multivariate correlation measure / high contrast subspace miner.☆19Jun 24, 2020Updated 5 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- Reads the ticks from a NinjaTrader .ntd historical tick data file.☆20Jun 29, 2020Updated 5 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Colored Kimia Path24 Dataset: Configurations and Benchmarks with Deep Embeddings☆10Jun 6, 2024Updated last year
- В руководстве подробно описан процесс генерации документации с помощью связки reStructuredText, Python Sphinx, GitHub и сервиса Read the …☆34May 20, 2022Updated 3 years ago
- "stack-icons" project has been renamed and moved to https://github.com/get-icon/geticon under organization account @get-icon . Official w…☆13Feb 13, 2021Updated 5 years ago
- PyTorch package for KL-CPD algorithm for change point and anomaly detection in time series☆15Dec 26, 2020Updated 5 years ago
- C++ Framework for Detecting Crypto Currency Arbitrages from Public Exchanges and Data☆30Aug 8, 2023Updated 2 years ago
- Simple and beginner friendly C++ projects you can clone☆21Jun 6, 2025Updated 11 months ago
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- Basic C++ Hidden Markov Model functionality implementation with state prediction estimation☆16Apr 29, 2013Updated 13 years ago
- Compare Naive Bayes, SVM, XGBoost, Bagging, AdaBoost, K-Nearest Neighbors, Random Forests for classification of Malaria Cells☆11Jun 5, 2019Updated 6 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 2 years ago
- Model Error Analysis for scikit-learn models.☆30Jan 13, 2022Updated 4 years ago
- A collection of the pytorch implementation of neural bandit algorithm includes neuralUCB(Neural Contextual Bandits with UCB-based Explora…☆29Jul 15, 2025Updated 9 months ago
- Libraries of binary swarm intelligence mainly used for obtaining optimal solution of feature selection☆27May 12, 2018Updated 7 years ago
- a C++ wrapper of TA-lib☆13Oct 22, 2015Updated 10 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- Python implementation of select MicroBurst scripts.☆17Aug 19, 2021Updated 4 years ago
- Website to showcase the Metabase(BI) analysis generated by creating a data pipeline using AWS Glue.☆21Oct 31, 2023Updated 2 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- A Linear Gaussian State Space Model (LGSSM) for pytorch, also known as a Linear Dynamical System (LDS)☆13May 17, 2021Updated 4 years ago
- Habit-tracking social network built with AWS Amplify Flutter☆27Mar 22, 2023Updated 3 years ago
- Yezzey is an extension for data offloading from PostgreSQL MPP solutions to external storage☆40Updated this week