Alternatives and similar repositories for Abacus

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

• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 8 months ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆35Updated last year
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 9 months ago
• cvxgrp / lrsm_portfolio
  Portfolio Construction using Stratified Models
  ☆11Updated 4 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆25Updated 2 years ago
• johnnyp2587 / transfer-learning
  Implementation of transfer learning based with autoencoder architecture
  ☆17Updated 5 years ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 3 years ago
• convexfi / fingraph
  Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
  ☆38Updated 2 years ago
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 4 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• dlarsen5 / VolatilityDecomposition
  Volatility Decomposition of Asset Price Time Series
  ☆11Updated 6 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆10Updated 7 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• Quiota / tensorflow
  ☆10Updated 8 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 9 months ago
• RiskLabAI / Notebooks.py
  ☆21Updated last week
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• saitcakmak / BoRisk
  Bayesian Optimization of Risk Measures
  ☆21Updated last year
• TsLu1s / tsforecasting
  TSForecasting: Automated Time Series Forecasting Framework
  ☆28Updated 8 months ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆48Updated 2 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• financialnoob / misc
  ☆26Updated 10 months ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆35Updated 3 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆16Updated 6 years ago