UrbsLab / scikit-XCS
scikit learn compatible implementation of XCS, the most popular and best studied learning classifier system algorithm to date.
☆13Updated 5 months ago
Related projects ⓘ
Alternatives and complementary repositories for scikit-XCS
- A scikit-learn-compatible Python implementation of eLCS, a supervised learning variant of Learning Classifier Systems☆19Updated 5 months ago
- XCSF learning classifier system: rule-based online evolutionary machine learning☆29Updated this week
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆14Updated 3 years ago
- ☆10Updated 7 years ago
- pyrff: Python implementation of random fourier feature approximations for gaussian processes☆27Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 7 years ago
- ☆11Updated 2 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆31Updated 6 months ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆9Updated 7 years ago
- Implementation of transfer learning based with autoencoder architecture☆17Updated 4 years ago
- ☆13Updated last year
- A small package for solving finite-horizon, finite-state stochastic dynamic programs.☆16Updated 4 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 5 years ago
- ☆14Updated 5 years ago
- Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…☆16Updated last year
- Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market☆12Updated 6 years ago
- Quant finance scripts☆15Updated 4 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆34Updated 2 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆20Updated 6 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆14Updated 6 years ago
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- Portfolio Construction using Stratified Models☆12Updated 3 years ago
- Bayesian Optimization of Risk Measures☆21Updated 10 months ago
- Hybrid ES-RNN models for time series forecasting☆18Updated 3 years ago
- Efficient and readable change point detection package implemented in Python. (Singular Spectrum Transformation - SST, IKA-SST, ulSIF, RuS…☆17Updated 2 months ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Updated 6 years ago
- This aims to be a collection of tools for performing Bayesian parameter estimation and model selection on stochastic processes. The immed…☆11Updated 3 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆26Updated 4 years ago
- Fast Genetic Programming☆11Updated 5 years ago