Alternatives and similar repositories for thermal_optimal_path

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

• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 11 months ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆58Updated 2 years ago
• talaikis / HAR-RVModelForRealizedVolatility
  HAR-RV Model For Realized Volatility
  ☆31Updated 9 years ago
• matzhaugen / analytic_shrinkage
  Non-Linear Covariance Shrinkage
  ☆15Updated 3 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆59Updated 2 years ago
• ARahimiQuant / lead-lag-portfolios
  Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…
  ☆25Updated last year
• mcindoe / regimedetection
  ☆33Updated 2 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆65Updated 3 years ago
• duffau / RNN_GARCH
  Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model
  ☆70Updated 6 years ago
• chandc / Inverse_Reinforcement_Learning_for_Stocks
  Implement the model of Halperin and Feldshteyn for DJIA and SP500
  ☆10Updated 6 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆23Updated 3 years ago
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆49Updated 7 months ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆132Updated 5 months ago
• tqa236 / LSTM_algo_trading
  Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"
  ☆19Updated 5 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆41Updated 6 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆124Updated 5 years ago
• cvxgrp / cov_pred_finance
  ☆67Updated 3 months ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆67Updated 3 months ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆53Updated 2 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆58Updated 3 years ago
• mdsunivie / HARNet
  TensorFlow implementation of the HARNet model for realized volatility forecasting.
  ☆28Updated 2 years ago
• amuguruza / RoughFCLT
  ☆19Updated 7 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• viebboy / TABL
  Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
  ☆36Updated 6 years ago
• mustafaseisa / regimechange
  Non-parametric method for estimating regime change in bivariate time series setting.
  ☆14Updated 8 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• bstemper / deep_rough_calibration
  C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
  ☆36Updated 6 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
• andreybabynin / HRP
  Hierarchical Risk Parity
  ☆29Updated 5 years ago