Alternatives and similar repositories for Hierarchical-SigCWGAN

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

• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆125Updated last year
• 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 7 months ago
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆101Updated 4 years ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆42Updated 7 months ago
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆72Updated 4 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆15Updated 11 months ago
• kaaaylaaa / causality-based-trading
  ☆21Updated 9 months ago
• mustafaseisa / regimechange
  Non-parametric method for estimating regime change in bivariate time series setting.
  ☆14Updated 8 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆61Updated last year
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 9 months ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆17Updated 6 years ago
• stakahashy / fingan
  The implementation of "modeling financial time-series with generative adversarial networks"
  ☆62Updated 2 years ago
• TCtobychen / ListFold
  ☆53Updated 4 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆66Updated last year
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆96Updated 5 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 11 months ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆124Updated 5 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆83Updated 7 months ago
• Roh-codeur / mlfinlab-1
  ☆15Updated 3 years ago
• litanli / wavenet-time-series-forecasting
  ☆43Updated last year
• firmai / mtss-gan
  MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
  ☆93Updated 4 years ago
• viebboy / TABL
  Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
  ☆36Updated 6 years ago
• mawicks / mvarch
  Multivariate Volatility Models (ARCH) for stock prices and other time series
  ☆19Updated 11 months ago
• mcindoe / regimedetection
  ☆33Updated 2 years 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…
  ☆14Updated last year
• KseniaKingsep / quantgan
  Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]
  ☆22Updated 4 years ago
• JamesSullivan / temporalCN
  Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper
  ☆31Updated last year
• imanolperez / market_simulator
  Market simulator
  ☆60Updated 5 years ago
• issaz / signature-regime-detection
  Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…
  ☆35Updated 2 years ago
• CasperHogenboom / WGAN_financial_time-series
  Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…
  ☆71Updated 5 years ago