A library for discrete-time Markov chains analysis.
☆93Jan 1, 2026Updated 2 months ago
Alternatives and similar repositories for PyDTMC
Users that are interested in PyDTMC are comparing it to the libraries listed below
Sorting:
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 6 years ago
- A framework for estimating Basel IV capital requirements.☆25Jul 23, 2019Updated 6 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- A framework for financial systemic risk valuation and analysis.☆177Jan 5, 2023Updated 3 years ago
- ☆21Jan 30, 2022Updated 4 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Feb 25, 2024Updated 2 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Meadowflow is a proof-of-concept/prototype job scheduler built to explore the idea of implicit data dependency management.☆10Mar 1, 2023Updated 3 years ago
- Run MPC-based policies and train RL agents in gym-anm environments using implementations from Stable Baselines 3.☆12Mar 2, 2023Updated 3 years ago
- Experimental cryptocurrency trading bot using Machine Learning and Rust☆29Mar 29, 2023Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 3 years ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆12Jan 3, 2023Updated 3 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆12Jul 14, 2023Updated 2 years ago
- ☆13May 21, 2019Updated 6 years ago
- A Practical Guide to a Simple Data Stack.☆40Sep 18, 2024Updated last year
- Examples of nautilus script☆39Oct 6, 2025Updated 4 months ago
- SVM for stock/index prediction☆14Dec 9, 2016Updated 9 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆13May 12, 2020Updated 5 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆25Apr 8, 2025Updated 10 months ago
- Asynchronous driven quantitative trading framework.☆15May 14, 2023Updated 2 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Jun 10, 2023Updated 2 years ago
- ☆41Oct 1, 2024Updated last year
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 2 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆47Nov 14, 2021Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆84Dec 16, 2018Updated 7 years ago
- Markov chain generator☆18Apr 29, 2022Updated 3 years ago
- ☆34Aug 3, 2022Updated 3 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆62Jan 19, 2026Updated last month
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆35Dec 6, 2023Updated 2 years ago
- Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburg…☆23Jul 19, 2021Updated 4 years ago
- ProFeld: survival analysis, predictive maintenance, churn analysis, and remaining useful life prediction in Python☆22Mar 17, 2023Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Nov 29, 2022Updated 3 years ago