Alternatives and similar repositories for Distributional-Robust-Kelly-Gambling

Users that are interested in Distributional-Robust-Kelly-Gambling are comparing it to the libraries listed below

• DiegoAE / BOSD
  ☆26Updated 5 years ago
• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆22Updated 4 years ago
• elifons / FeatureSaliencyHMM
  Implementation of Feature Saliency Hidden Markov Model (Adams, et al, 2016)
  ☆13Updated 2 years ago
• t-vi / interesting-rates
  Economic models and things in Pytorch
  ☆21Updated 7 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 6 years ago
• cvxgrp / lrsm_portfolio
  Portfolio Construction using Stratified Models
  ☆12Updated 4 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆71Updated 3 years ago
• andrewcharlesjones / universal_portfolios
  ☆13Updated 3 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• saitcakmak / BoRisk
  Bayesian Optimization of Risk Measures
  ☆21Updated last year
• rsnirwan / GPLVMsInFinance
  Applications of Gaussian Process Latent Variable Models in Finance
  ☆11Updated 3 years ago
• cvxgrp / robust_bond_portfolio
  Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
  ☆13Updated last year
• PrincetonLIPS / mf-bocd
  Active multi-fidelity Bayesian online changepoint detection.
  ☆18Updated 4 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆58Updated 2 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• lightonai / newma
  Implementation of NEWMA: a new method for scalable model-free online change-point detection
  ☆46Updated 5 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆58Updated 3 years ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 3 years ago
• cvxgrp / cov_pred_finance
  ☆67Updated 4 months ago
• KalmanNet / KalmanBOT_ICASSP23
  DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS
  ☆35Updated 3 years ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆36Updated 3 years ago
• Beacon-Platform / trellis
  Trellis is a Python framework for research into deep hedging
  ☆23Updated 4 years ago
• mfrdixon / GP-CVA
  ☆14Updated 6 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆97Updated last year
• mcindoe / regimedetection
  ☆33Updated 2 years ago
• danielruc91 / Libor-Market-Model
  Implementation of term structure model project
  ☆22Updated 9 years ago
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 4 years ago
• maltamiranomontero / DSM-bocd
  ☆23Updated 2 years ago
• sjblim / rnf-ijcnn-2020
  Recurrent Neural Filters for Time Series Prediction
  ☆23Updated 5 years ago