Alternatives and similar repositories for iisignature

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

• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆98Updated last year
• datasig-ac-uk / esig
  esig python package
  ☆50Updated last year
• kormilitzin / the-signature-method-in-machine-learning
  Foundations and Applications
  ☆102Updated 5 years ago
• patrick-kidger / signatory
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
  ☆292Updated 2 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆44Updated 4 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆30Updated 2 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆56Updated 3 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆49Updated 2 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆76Updated 7 years ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 5 months ago
• cvxgrp / cov_pred_finance
  ☆70Updated 7 months ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆61Updated 3 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆56Updated 4 years ago
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆53Updated 2 months ago
• msabvid / Deep-PPDE
  Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
  ☆36Updated 3 years ago
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆31Updated last year
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆49Updated 2 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆17Updated last year
• datasig-ac-uk / signature_applications
  Example applications of path signatures
  ☆41Updated 9 months ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆86Updated last year
• 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 6 years ago
• imanolperez / market_simulator
  Market simulator
  ☆61Updated 5 years ago
• saadlabyad / aslsd
  Parametric estimation of multivariate Hawkes processes with general kernels.
  ☆14Updated last year
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆159Updated 11 months ago
• 732jhy / Fractional-Brownian-Motion
  Python implementation of fractional brownian motion
  ☆65Updated 5 years ago
• RudyMorel / scattering_spectra
  Scattering Spectra used for the analysis and generation of time-series
  ☆41Updated last year
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆65Updated 2 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆23Updated 3 years ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆73Updated 3 years ago
• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆119Updated last month