Alternatives and similar repositories for pyTSA

Users that are interested in pyTSA are comparing it to the libraries listed below

• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• bashtage / kevinsheppard.com
  My Personal Site
  ☆12Updated 2 years ago
• deepintomlf / mlfbook
  ☆72Updated 3 years ago
• jieqian2 / Numerical-Methods-in-Finance
  This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.
  ☆10Updated 5 years ago
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆61Updated 3 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• Karansamlal / HAR-RV-model
  Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (‎2009).
  ☆12Updated 4 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆37Updated 6 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆42Updated last year
• aphenriques / stochastic-calculus-for-finance-solutions
  Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance
  ☆35Updated 5 years ago
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆27Updated 5 years ago
• weijie-chen / Bayesian-Statistics-Econometrics
  Bayesian Statistics-Econometrics
  ☆86Updated 11 months ago
• Buczman / CaviaR
  R code for CAViaR model
  ☆29Updated 3 years ago
• KarlNaumann / GarchMidas
  BSc Thesis on the Garch-Midas model
  ☆27Updated 3 years ago
• sydney-machine-learning / Bayesianneuralnet_stockmarket
  Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction
  ☆41Updated 3 years ago
• abdullahkarasan / mlfrm
  ☆79Updated 2 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 6 months ago
• Wenbo-G / NN-volatility-forecasting-review
  ☆17Updated 3 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆35Updated 9 years ago
• giorgosfatouros / DeepVaR
  Portfolio Risk Assessment leveraging Probabilistic Deep Neural Networks
  ☆15Updated last month
• QuantLet / MLvsGARCH
  ☆20Updated 4 months ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆42Updated 5 years ago
• quantgirluk / Understanding-Quantitative-Finance
  📒 A collection of notes exploring Quantitative Finance concepts with Python
  ☆77Updated 3 months ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆60Updated last year
• PlusYoung / stochastic-calculus
  Stochastic calculus handbook pdf
  ☆37Updated last year
• iankhr / fintools
  The code implements FamaMacbeth regression as in Fama & MacBeth (1973)
  ☆20Updated 5 years ago
• Drake-Firestorm / forecasting_principles_and_practice
  Solutions to Forecasting Principles and Practice (3rd edition) by Rob J Hyndman & George Athanasopoulos
  ☆18Updated 5 months ago
• mdsunivie / HARNet
  TensorFlow implementation of the HARNet model for realized volatility forecasting.
  ☆28Updated last year
• xuruilong100 / EFRMinPython
  Elements of Financial Risk Management in Python
  ☆12Updated 4 years ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 3 years ago