Alternatives and similar repositories for utsAlgorithms

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

• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆50Updated last year
• QuantEcon / rvlib
  Distributions for Python
  ☆48Updated 4 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆58Updated 6 years ago
• numbagg / numbagg
  Fast N-dimensional aggregation functions with Numba
  ☆233Updated last week
• kenluck2001 / pySmooth
  A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time differ…
  ☆33Updated 8 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 6 years ago
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• shapelets / khiva-python
  Python binding for Khiva library.
  ☆46Updated last year
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆18Updated 9 years ago
• microprediction / mkalgo
  Mueen-Keogh Algorithm for finding timeseries motifs
  ☆21Updated 4 years ago
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆45Updated 2 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆49Updated 3 years ago
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆116Updated last year
• zeroknowledgediscovery / patternly
  A tool for detecting anomalies in time series data
  ☆11Updated 3 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆30Updated 3 years ago
• fanannan / LPPL
  Python implementation for solving log-periodic power law formulae for stock price prediction
  ☆22Updated 10 years ago
• steve98654 / PyTalk
  Files for Python Talk
  ☆24Updated 9 years ago
• blackrock / HOLA
  ☆28Updated 3 years ago
• jasperroebroek / sklearn-quantile
  ☆23Updated 11 months ago
• wwrechard / pydlm-lite
  The lite version of the package pydlm. A lite yet powerful Bayesian dynamic modeling library
  ☆12Updated 7 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆76Updated 8 years ago
• alan-turing-institute / bocpdms
  ☆34Updated 7 years ago
• intake / dfviz
  dataframe visualiser
  ☆17Updated 6 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆159Updated last year
• Quantco / tabmat
  Efficient matrix representations for working with tabular data
  ☆132Updated this week
• christophmark / bayesloop
  Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
  ☆167Updated last year
• phausamann / sklearn-xarray
  Metadata-aware machine learning.
  ☆104Updated 4 years ago
• emman27 / asian-option-pricing
  Pricing Asian options using finite difference schemes in Python
  ☆11Updated 7 months ago
• kikocorreoso / scikit-extremes
  scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python
  ☆42Updated 3 years ago
• CamDavidsonPilon / PyProcess
  Generate stochastic processes using Python. Unfortunately not maintained any longer =(
  ☆112Updated 10 years ago