Enhanced Portfolio Optimization (EPO)
☆18Mar 5, 2024Updated 2 years ago
Alternatives and similar repositories for epo
Users that are interested in epo are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R Package for Bootstrap Unit Root Tests☆10Jun 26, 2026Updated last month
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 4 months ago
- ☆36Updated this week
- Implementation of Bayesian PCA [Bishop][1999] And Bayesian Kernel PCA☆13Jan 13, 2021Updated 5 years ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 8 months 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.
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Solutions to Bruce Hansen's textbook "Econometrics".☆16May 6, 2015Updated 11 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Mar 1, 2020Updated 6 years ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- Econometric Analysis of Explosive Time Series☆32Sep 19, 2025Updated 10 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆14Sep 4, 2023Updated 2 years ago
- Thinkscripts to pull call and option volume☆18Apr 28, 2020Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆35Apr 6, 2024Updated 2 years ago
- Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV☆22Feb 11, 2026Updated 5 months ago
- R package for fitting dynamic panel models with maximum likelihood☆16Apr 6, 2026Updated 3 months ago
- Python implementation of Fourier Transform pricing methods for the European call option, including the Fast-Fourier transform method desc…☆19Apr 1, 2021Updated 5 years ago
- ☆15Dec 8, 2022Updated 3 years ago
- Time series forecasting with Lasso-type shrinkage methods☆13Jun 23, 2026Updated last month
- High-Performance K-Means Clustering Library☆41Jul 6, 2025Updated last year
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆39Dec 14, 2025Updated 7 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- Forecasting for mlr3☆22Aug 16, 2024Updated last year
- ☆20Jul 17, 2024Updated 2 years ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆16Aug 18, 2021Updated 4 years ago
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- Modelling extreme values☆15Jun 10, 2026Updated last month
- GARCH models estimated using autodiff.☆19May 23, 2026Updated 2 months ago
- A Rust library for the Hyperliquid API☆24May 18, 2026Updated 2 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆19Nov 15, 2021Updated 4 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆82Updated this week
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 years ago
- R Code Examples Multi-dimensional/Panel Data☆24May 16, 2024Updated 2 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆25May 22, 2020Updated 6 years ago