brandonckelly / bck_stats
Routines for implementing various statistical and machine learning techniques.
☆19Updated last year
Related projects ⓘ
Alternatives and complementary repositories for bck_stats
- Files for Python Talk☆24Updated 8 years ago
- An intuitive library tracking dates and timeseries in common using numpy arrays. -- https://sidorof.github.io/Thymus-timeseries/☆18Updated 7 months ago
- Presentation for QuantCon 2016☆11Updated 8 years ago
- IPython Notebook Servers in Docker Containers☆27Updated 9 years ago
- L1 Trend Filtering☆19Updated 6 months ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆20Updated 7 years ago
- A Tour of Time Series Analysis☆23Updated 8 years ago
- ☆11Updated 2 years ago
- Computational Finance related Python Code☆28Updated 8 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆42Updated 6 years ago
- Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha☆27Updated 6 years ago
- A library for stock market analysis and automated trading, powered by sklearn.☆41Updated 8 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆35Updated 7 years ago
- Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation☆26Updated last year
- Particle Gibbs for Bayesian Additive Regression Trees☆32Updated 9 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆17Updated 8 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆37Updated 12 years ago
- ☆24Updated 8 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆14Updated 8 years ago
- Some jupyter notebooks on various topics☆13Updated 5 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 5 years ago
- Tool for building deep / recurrent neural network models for systematic fundamental investing.☆17Updated 7 years ago
- The Thalesians' LaTeX library☆11Updated 8 months ago
- A python implementation of R's PerformanceAnalytics package☆22Updated 10 years ago
- Kaggle competition results☆20Updated 5 years ago
- Machine Learning for Financial Market Prediction☆56Updated 5 years ago
- Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.☆81Updated 8 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆112Updated 9 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 6 months ago