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

• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆15Updated 5 years ago
• samluxenberg1 / Time-Series-Forecasting-with-Wavelets
  ☆47Updated 6 years ago
• PTRRupprecht / GenHurst
  Calculates the generalized Hurst exponent of a time series
  ☆39Updated last year
• iankhr / armagarch
  ARMA-GARCH
  ☆94Updated last year
• duffau / RNN_GARCH
  Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model
  ☆66Updated 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…
  ☆96Updated 3 years ago
• BayerSe / RealizedQuantities
  Estimation of realized quantities
  ☆16Updated 5 years ago
• Mottl / hurst
  Hurst exponent evaluation and R/S-analysis in Python
  ☆312Updated last year
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆21Updated 4 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆34Updated 2 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆55Updated 2 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆19Updated 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
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆21Updated 4 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
• danni2019 / time_series_analysis
  Just another backtester
  ☆20Updated 2 months ago
• talaikis / HAR-RVModelForRealizedVolatility
  HAR-RV Model For Realized Volatility
  ☆29Updated 9 years ago
• TCtobychen / ListFold
  ☆46Updated 3 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆90Updated 5 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆25Updated this week
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated last year
• ayushjain1594 / Stock-Forecasting
  Hidden Markov Model (HMM) based stock forecasting
  ☆100Updated 7 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆41Updated 4 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆36Updated 5 years ago
• Dengyi-CN / Quantitative_FOF_Multi_Factors_Framework
  量化FOF框架
  ☆12Updated 5 years ago
• Liuyi-Hu / regime_switch_model
  Regime-Switching Model
  ☆17Updated 7 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 5 months ago
• nithinsethu / Deep-Direct-Reinforcement-Learning-for-Financial-Signal-Representation-and-Trading
  A deep learning model for Financial Signal Representation and Trading
  ☆73Updated 6 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆116Updated 4 years ago