Alternatives and similar repositories for Unified-Long-Horizon-Time-Series-Benchmark

Users that are interested in Unified-Long-Horizon-Time-Series-Benchmark are comparing it to the libraries listed below

• AlgoTrading101 / Conformal-Prediction-MAPIE-Algotrading101
  Conformal Prediction - A Practical Guide with MAPIE
  ☆18Updated last year
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆70Updated last year
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• rakshitha123 / WeeklyForecasting
  This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…
  ☆48Updated 3 years ago
• maxmekiska / imbrium
  Standard and Hybrid Deep Learning Multivariate-Multi-Step & Univariate-Multi-Step Time Series Forecasting.
  ☆61Updated last year
• gerdm / BONE
  Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"
  ☆23Updated 3 months ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆46Updated last year
• remigenet / SigKAN
  SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series
  ☆49Updated last year
• gerdm / weighted-likelihood-filter
  Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024
  ☆71Updated 3 months ago
• cvxgrp / cov_pred_finance
  ☆70Updated 7 months ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆87Updated last year
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆83Updated 2 years ago
• lixixibj / DeepVARwT-data-code
  ☆20Updated 2 months ago
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆85Updated 7 months ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆26Updated 3 years ago
• RiskLabAI / Notebooks.py
  ☆25Updated 2 months ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆135Updated last year
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆56Updated 3 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 9 months ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆99Updated last week
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆25Updated 3 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated last month
• Pangjing-Wu / market-style-rotation-analysis
  Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.
  ☆26Updated 4 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆30Updated 2 years ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆41Updated this week
• astrogilda / tsbootstrap
  tsbootstrap: generate bootstrapped time series samples in Python
  ☆88Updated 6 months ago
• TsLu1s / tsforecasting
  TSForecasting: Automated Time Series Forecasting Framework
  ☆30Updated 3 weeks ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆22Updated last year