Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper
☆34Feb 13, 2024Updated 2 years ago
Alternatives and similar repositories for temporalCN
Users that are interested in temporalCN are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Codes for my thesis project: replicating and modifying quant GANs.☆19Aug 23, 2021Updated 4 years ago
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…☆71Aug 18, 2020Updated 5 years ago
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆27Aug 29, 2021Updated 4 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆19Sep 22, 2024Updated last year
- Code for the NeurIPS 2021 paper "Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes".☆10Oct 27, 2021Updated 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆16Oct 15, 2021Updated 4 years ago
- ☆30Aug 5, 2023Updated 3 years ago
- Official code for "PCF-GAN: generating sequential data via the characteristic function of measures on the path space"☆13Jan 12, 2025Updated last year
- ☆11Dec 15, 2022Updated 3 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆64Jun 25, 2026Updated last month
- Python library for training, evaluating, using deep learning for industrial monitoring tasks.☆10Sep 26, 2024Updated last year
- A pytorch implementation of Time-series Generative Adversarial Networks (https://github.com/jsyoon0823/TimeGAN)☆60Sep 1, 2021Updated 4 years ago
- ☆18Dec 10, 2023Updated 2 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Implementation of transfer learning based with autoencoder architecture☆17Jul 6, 2020Updated 6 years ago
- repository for Unbiased Gradient Boosting Decision Tree with Unbiased Feature Importance☆30Jun 12, 2023Updated 3 years ago
- ☆10Jul 27, 2019Updated 7 years ago
- Iterated integral signature calculations☆122Jun 3, 2026Updated 2 months ago
- TimeVAE implementation in keras/tensorflow☆183Mar 30, 2025Updated last year
- Time-Causal VAE☆22Nov 8, 2024Updated last year
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆13Mar 19, 2023Updated 3 years ago
- ☆14Apr 18, 2025Updated last year
- Unsupervised Kalman Gain Estimation☆21Oct 26, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- PyTorch implementation for OCT-GAN Neural ODE-based Conditional Tabular GANs (WWW 2021)☆15Oct 10, 2022Updated 3 years ago
- ☆13Nov 20, 2020Updated 5 years ago
- ☆15Jan 12, 2021Updated 5 years ago
- synthetic data generation of time-series data☆28Feb 8, 2022Updated 4 years ago
- ☆13Jul 24, 2025Updated last year
- Heteroscedastic Temporal Variational Autoencoder For Irregularly Sampled Time Series☆35Jun 22, 2022Updated 4 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆50May 23, 2023Updated 3 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆47Jan 12, 2025Updated last year
- ☆18Feb 16, 2024Updated 2 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated last year
- ☆27Feb 14, 2019Updated 7 years ago
- A benchmark of meaningful graph datasets with tabular node features☆16Oct 29, 2025Updated 9 months ago
- Finite differentiation☆18Jan 12, 2026Updated 7 months ago
- Automatically exported from code.google.com/p/javascript-surface-plot☆10Dec 18, 2023Updated 2 years ago
- ☆19Sep 15, 2024Updated last year
- ☆17Oct 25, 2016Updated 9 years ago