Alternatives and similar repositories for iisignature

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

• kormilitzin / the-signature-method-in-machine-learning
  Foundations and Applications
  ☆98Updated 5 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆94Updated 11 months ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 7 months ago
• patrick-kidger / signatory
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
  ☆274Updated last year
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆47Updated last year
• SigCGANs / Sig-Wasserstein-GANs
  ☆27Updated last year
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆50Updated 4 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 3 years ago
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆48Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆50Updated 2 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
• cvxgrp / cov_pred_finance
  ☆68Updated last month
• imanolperez / market_simulator
  Market simulator
  ☆60Updated 5 years ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆48Updated 2 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 10 months ago
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆64Updated 2 years ago
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆29Updated last year
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆55Updated 3 years ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆73Updated 7 months ago
• ritchieng / fractional_differencing_gpu
  Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…
  ☆57Updated 5 years ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆53Updated 6 months ago
• saadlabyad / aslsd
  Parametric estimation of multivariate Hawkes processes with general kernels.
  ☆13Updated last year
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆48Updated 2 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆153Updated 5 months ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆23Updated 3 years ago
• RudyMorel / scattering_spectra
  Scattering Spectra used for the analysis and generation of time-series
  ☆37Updated 7 months ago
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆36Updated 3 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆70Updated 3 years ago
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated last year