Alternatives and similar repositories for Hurst-exponent-R-S-analysis-:

Users that are interested in Hurst-exponent-R-S-analysis- are comparing it to the libraries listed below

• PTRRupprecht / GenHurst
  Calculates the generalized Hurst exponent of a time series
  ☆39Updated last year
• Mottl / hurst
  Hurst exponent evaluation and R/S-analysis in Python
  ☆309Updated last year
• iankhr / armagarch
  ARMA-GARCH
  ☆93Updated last year
• duffau / RNN_GARCH
  Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model
  ☆66Updated 5 years ago
• samluxenberg1 / Time-Series-Forecasting-with-Wavelets
  ☆47Updated 6 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆88Updated 5 years ago
• liorsidi / sp500-stock-similarity-time-series
  Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…
  ☆95Updated 3 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆15Updated 5 years ago
• JennyCCDD / Empirical_asset_pricing_via_boosting
  Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.
  ☆14Updated 5 years ago
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆91Updated 3 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆34Updated 2 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆59Updated last year
• goiter / CoCPC
  ☆49Updated 2 years ago
• Haiyao-Nero / InvariantStock
  ☆26Updated last month
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆120Updated 4 years ago
• BayerSe / RealizedQuantities
  Estimation of realized quantities
  ☆15Updated 5 years ago
• ququcai / volatility_smile
  计算上证50ETF期权隐含波动率并验证波动率微笑
  ☆32Updated 6 years ago
• ayushjain1594 / Stock-Forecasting
  Hidden Markov Model (HMM) based stock forecasting
  ☆100Updated 6 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆58Updated 4 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆81Updated 3 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆55Updated last year
• Zhehao97 / RiskParityFactorModel
  Risk Parity and Factors Model on multi asseet management
  ☆20Updated 3 years ago
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆57Updated 4 years ago
• shannonycj / convolutional-autoencoder-trading
  A CNN + Auto-Encoder Approach for Predicting Financial Time-Series
  ☆11Updated 5 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆113Updated 4 years ago
• 0zean / MARS-Time-Series
  Multivariate Adaptive Regression Splines for Time Series Prediction
  ☆18Updated last year
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆21Updated 6 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆55Updated 2 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• pnsingh / TimeSeriesPatterns
  A first look into several time series datasets from quandl (namely top tech companies stock close prices) and an attempt to find patterns…
  ☆16Updated 6 years ago