A library for discrete-time Markov chains analysis.
☆96Jul 5, 2026Updated 2 weeks ago
Alternatives and similar repositories for PyDTMC
Users that are interested in PyDTMC are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- An Excel integration of OpenGamma Strata.☆13Sep 19, 2021Updated 4 years ago
- 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
- A framework for historical volatility estimation and analysis.☆36Jun 14, 2020Updated 6 years ago
- A framework for financial systemic risk valuation and analysis.☆183Jan 5, 2023Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Trading with ML on binance microstructure market data☆15Dec 29, 2023Updated 2 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 4 years ago
- ☆11Sep 6, 2023Updated 2 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 13, 2023Updated 2 years ago
- SVM for stock/index prediction☆15Dec 9, 2016Updated 9 years ago
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 4 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Experimental cryptocurrency trading bot using Machine Learning and Rust☆30Mar 29, 2023Updated 3 years ago
- High-Performance Kalman Filtering and Smoothing in Python☆18Feb 1, 2025Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Markov chain generator☆18Apr 29, 2022Updated 4 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆21Feb 25, 2024Updated 2 years ago
- Examples of nautilus script☆40Oct 6, 2025Updated 9 months ago
- ☆13May 21, 2019Updated 7 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆12Jul 14, 2023Updated 3 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- ☆21Jan 30, 2022Updated 4 years ago
- Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'☆17Jul 17, 2020Updated 6 years ago
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆13Jan 3, 2023Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- Code of the project Calculation of Distribution Factors - PTDF and LODF which are used to approximately determine the impact of generatio…☆14Jan 15, 2017Updated 9 years ago
- ☆22Nov 22, 2024Updated last year
- This is the time series forecasting models modified by xinze.zh.☆12Mar 10, 2023Updated 3 years ago
- A collection of helpful polars plugins and functions for market data processing.☆61Sep 2, 2025Updated 10 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆12Oct 28, 2023Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆28Nov 29, 2022Updated 3 years ago
- ☆20Jun 14, 2014Updated 12 years ago
- ☆13Nov 20, 2023Updated 2 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Nov 14, 2021Updated 4 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 3 years ago
- 系统性风险指标计算☆10Apr 20, 2020Updated 6 years ago