Alternatives and similar repositories for SVmodels:

Users that are interested in SVmodels are comparing it to the libraries listed below

• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 9 months ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 4 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 3 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 3 weeks ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆62Updated 6 months ago
• mgroncki / DataScienceNotebooks
  Tutorials about Machine Learning and Deep Learning
  ☆29Updated 6 years ago
• microprediction / microactors-causality
  Examples of causality maps for time series driven by GitHub actions
  ☆15Updated last year
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 5 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 2 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• mfrdixon / alpha-RNN
  alpha-RNN
  ☆29Updated 4 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆60Updated 2 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆41Updated 4 years ago
• Hvass-Labs / InvestOps
  Tools for investing in Python
  ☆43Updated 2 years ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆44Updated last week
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated last year
• samsonq / Modifying-Shiller-CAPE-Ratio
  Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
  ☆15Updated 2 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆28Updated 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
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆18Updated 4 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆13Updated last year
• Jackal08 / Adv_Fin_ML_Exercises
  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
  ☆15Updated 6 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 8 months ago
• andreybabynin / HRP
  Hierarchical Risk Parity
  ☆28Updated 4 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆39Updated 4 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• Quiota / tensorflow
  ☆10Updated 7 years ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆52Updated 7 months ago