Alternatives and similar repositories for mixedvines

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

• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆109Updated last week
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆154Updated 6 months ago
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆102Updated 4 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 4 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆114Updated last year
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆54Updated 3 weeks ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 8 months ago
• alvaromc317 / asgl
  A regression solver for high dimensional penalized linear, quantile and logistic regression models'
  ☆89Updated 2 months ago
• anfelopera / lineqGPR
  Gaussian processes regression models with linear inequality constraints
  ☆15Updated last year
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆15Updated 11 months ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆23Updated 3 years ago
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆29Updated last year
• bottler / iisignature
  Iterated integral signature calculations
  ☆108Updated 3 months ago
• crflynn / fbm
  Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
  ☆99Updated 4 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 3 years ago
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆101Updated 4 years ago
• DanielBok / muarch
  Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation
  ☆20Updated 11 months ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆13Updated 6 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• omitakahiro / Hawkes
  a python package for simulation and inference of Hawkes processes.
  ☆67Updated 4 years ago
• msabvid / Deep-PPDE
  Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
  ☆35Updated 3 years ago
• trouleau / var-hawkes
  Learning Hawkes Processes from a Handful of Events
  ☆13Updated 2 years ago
• Bayes-Works / OpenBDLM
  Bayesian Dynamic Linear Models for time-series analysis
  ☆27Updated 3 years ago
• wgurecky / StarVine
  Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.
  ☆15Updated 4 years ago
• cvxgrp / cov_pred_finance
  ☆68Updated 2 months ago
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆50Updated this week
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆53Updated 4 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆57Updated 3 years ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆47Updated 2 years ago