andreas50 / utsAlgorithmsLinks
Algorithms for Unevenly Spaced Time Series in C
☆15Updated 6 years ago
Alternatives and similar repositories for utsAlgorithms
Users that are interested in utsAlgorithms are comparing it to the libraries listed below
Sorting:
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆49Updated last year
- Bayesian online change point detection and offline learning☆57Updated 5 years ago
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated last year
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- Distributions for Python☆48Updated 3 years ago
- ☆18Updated 5 years ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.☆22Updated last year
- 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
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- Probability of Backtest Overfitting☆49Updated 3 years ago
- An open-source library of algorithms to analyse time series in GPU and CPU.☆237Updated 3 years ago
- Fast N-dimensional aggregation functions with Numba☆224Updated this week
- Efficient matrix representations for working with tabular data☆123Updated last week
- Detection of favorable moments in time series data☆31Updated last year
- ☆28Updated 3 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- Python binding for Khiva library.☆46Updated last year
- Python library for multivariate dependence modeling with Copulas☆112Updated last year
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated last year
- A Python module to detect events in data☆62Updated 2 years ago
- A pure Python library for benchmarked, scalable numerics using numba.☆26Updated 2 years ago
- Efficient pure Python implementation of Friedman's Supersmoother☆87Updated 2 years ago
- ## Auto-archived due to inactivity. ## Functions for piecewise regression on time series data☆106Updated 6 years ago
- ☆33Updated 2 years ago
- Files for Python Talk☆24Updated 9 years ago
- scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python☆42Updated 3 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆111Updated 10 years ago
- ☆17Updated 3 years ago
- Compute shrinkage estimates of the covariance matrix☆15Updated 9 years ago