Alternatives and similar repositories for Sig-Wasserstein-GANs

Users that are interested in Sig-Wasserstein-GANs are comparing it to the libraries listed below

• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆36Updated 3 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆50Updated 4 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 9 months ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆50Updated 2 years ago
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆39Updated 3 months ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆106Updated last month
• BorealisAI / continuous-time-flow-process
  PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)
  ☆48Updated 4 years ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆43Updated 6 months ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆48Updated 2 years ago
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆48Updated last year
• kormilitzin / the-signature-method-in-machine-learning
  Foundations and Applications
  ☆98Updated 5 years ago
• HerreraKrachTeichmann / NJODE
  code for "Neural Jump Ordinary Differential Equations"
  ☆30Updated 2 years ago
• g-benton / Volt
  Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
  ☆49Updated 2 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 3 years ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 6 months ago
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆64Updated 2 years ago
• SigCGANs / Conditional-Sig-Wasserstein-GANs
  ☆134Updated last year
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆15Updated 6 years ago
• huaweicloud / c2far_forecasting
  This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…
  ☆13Updated last year
• mzaffran / AdaptiveConformalPredictionsTimeSeries
  ☆63Updated 3 years ago
• afermanian / embedding_with_signatures
  ☆13Updated 2 years ago
• JamesSullivan / temporalCN
  Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper
  ☆31Updated last year
• kamilest / conformal-rnn
  Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.
  ☆74Updated 8 months ago
• maltamiranomontero / DSM-bocd
  ☆19Updated last year
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆15Updated 2 years ago
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆79Updated last month
• CasperHogenboom / WGAN_financial_time-series
  Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…
  ☆72Updated 4 years ago
• HeKrRuTe / OptStopRandNN
  code for "Optimal Stopping via Randomized Neural Networks"
  ☆56Updated last year
• aangelopoulos / conformal-time-series
  Conformal prediction for time-series applications.
  ☆116Updated last year
• imanolperez / market_simulator
  Market simulator
  ☆60Updated 4 years ago