Alternatives and similar repositories for BayesianOnlineChange-pointDetection-python-codes-

Users that are interested in BayesianOnlineChange-pointDetection-python-codes- are comparing it to the libraries listed below

• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆23Updated 3 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• 0zean / MARS-Time-Series
  Multivariate Adaptive Regression Splines for Time Series Prediction
  ☆18Updated 2 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last year
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆16Updated last year
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 4 years ago
• jayzern / bayesian-online-changepoint-detection-for-multivariate-point-processes
  Implementation of Log Gaussian Cox Process in Python for Changepoint Detection using GPFlow
  ☆33Updated 2 years ago
• egrillot / Exact-Hidden-Markov-Models
  The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …
  ☆12Updated 2 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆30Updated 5 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆37Updated last year
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆11Updated 8 years ago
• PYFTS / notebooks
  Code examples for pyFTS
  ☆52Updated 6 years ago
• Sinbad-The-Sailor / Abacus
  Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…
  ☆22Updated last year
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• Quiota / tensorflow
  ☆10Updated 8 years ago
• mustafaseisa / regimechange
  Non-parametric method for estimating regime change in bivariate time series setting.
  ☆14Updated 8 years ago
• BorjaGomezSolorzano / deep-trader
  Deep Reinforcement Learning applied to trading
  ☆15Updated 6 years ago
• convexfi / fingraph
  Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
  ☆39Updated 2 years ago
• dlarsen5 / VolatilityDecomposition
  Volatility Decomposition of Asset Price Time Series
  ☆11Updated 6 years ago
• mcindoe / regimedetection
  ☆33Updated 2 years ago
• KalmanNet / KalmanBOT_ICASSP23
  DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS
  ☆35Updated 3 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆36Updated 3 years ago
• alan-turing-institute / bocpdms
  ☆35Updated 7 years ago
• ThomasWong2022 / numerai-benchmark
  Python Code used in publications, for archival purposes only
  ☆20Updated 2 years ago
• TsLu1s / tsforecasting
  TSForecasting: Automated Time Series Forecasting Framework
  ☆30Updated last year