UBS-IB / bayesian_tree
☆50Updated 4 years ago
Alternatives and similar repositories for bayesian_tree:
Users that are interested in bayesian_tree are comparing it to the libraries listed below
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆28Updated 4 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Bayesian Vector Autoregression in Python☆26Updated 5 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated last year
- Entropy based binning of discrete variables.☆34Updated 5 years ago
- A Python package which implements several boosting algorithms with different combinations of base learners, optimization algorithms, and …☆63Updated 3 years ago
- Python package for canonical vine copula trees with mixed continuous and discrete marginals☆47Updated last year
- State Space Estimation of Time Series Models in Python: Statsmodels☆43Updated 8 years ago
- ☆9Updated 5 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆34Updated 9 months ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- An extension of CatBoost to probabilistic modelling☆142Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆29Updated 3 months ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Updated 3 years ago
- Supervised forecasting of sequential data in Python.☆55Updated 6 years ago
- A toolkit to boost the productivity of machine learning engineers.☆52Updated 2 years ago
- Code examples for pyFTS☆50Updated 5 years ago
- Applications of Gaussian Process Latent Variable Models in Finance☆11Updated 2 years ago
- ☆63Updated 3 weeks ago
- Bayesian online change point detection and offline learning☆57Updated 5 years ago
- Python Copula Module☆42Updated 2 years ago
- Calculate predictive causality between time series using information-theoretic techniques☆91Updated 3 years ago
- Tensorflow implementation of deep quantile regression☆76Updated 2 years ago
- Bayesian Structural Time Series / Unobserved Components☆30Updated 2 weeks ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- Easy Nearest Neighbor Estimation of Mutual Information☆36Updated 3 months ago
- Multivariate data modelling with Copulas in Python☆147Updated 3 weeks ago
- Python library for multivariate dependence modeling with Copulas☆108Updated 8 months ago
- Stochastic volatility models☆18Updated 6 years ago
- ☆32Updated 6 years ago