Alternatives and similar repositories for Hierarchical-SigCWGAN

Users that are interested in Hierarchical-SigCWGAN are comparing it to the libraries listed below

• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆104Updated 4 years ago
• fornasari12 / time-series-forecasting
  Time Series Forecasting with Temporal Fusion Transformer in Pytorch
  ☆12Updated 3 years ago
• mustafaseisa / regimechange
  Non-parametric method for estimating regime change in bivariate time series setting.
  ☆14Updated 8 years ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆42Updated 9 months ago
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆49Updated 9 months ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆129Updated last year
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆61Updated 2 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 11 months ago
• mcindoe / regimedetection
  ☆33Updated 2 years ago
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 11 months ago
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆72Updated 4 years ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 4 years ago
• stakahashy / fingan
  The implementation of "modeling financial time-series with generative adversarial networks"
  ☆63Updated 2 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆23Updated 3 years ago
• omitakahiro / Hawkes
  a python package for simulation and inference of Hawkes processes.
  ☆69Updated 4 years ago
• TCtobychen / ListFold
  ☆54Updated 4 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆16Updated last year
• SigCGANs / Conditional-Sig-Wasserstein-GANs
  ☆134Updated last year
• christophmark / fforma
  Python package for Feature-based Forecast Model Averaging (FFORMA).
  ☆28Updated 5 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last year
• Bturan19 / Neural-Garch-Hybrid-Model-Implementation
  By combining GARCH(1,1) and LSTM model implementing predictions.
  ☆58Updated 6 years ago
• tblume1992 / LazyProphet
  Time Series Forecasting with LightGBM
  ☆85Updated 3 years ago
• mawicks / mvarch
  Multivariate Volatility Models (ARCH) for stock prices and other time series
  ☆20Updated last year
• KseniaKingsep / quantgan
  Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]
  ☆22Updated 4 years ago
• Jieli12 / AutoCPD
  ☆14Updated last year
• viebboy / TABL
  Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
  ☆36Updated 6 years ago
• imanolperez / market_simulator
  Market simulator
  ☆61Updated 5 years ago
• KidQuant / Forecasting-VAR-Granger-Causality
  ☆14Updated 5 years ago
• jayzern / bayesian-online-changepoint-detection-for-multivariate-point-processes
  Implementation of Log Gaussian Cox Process in Python for Changepoint Detection using GPFlow
  ☆33Updated 2 years ago
• DanielBok / muarch
  Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation
  ☆20Updated last year