brandonckelly / bck_statsLinks
Routines for implementing various statistical and machine learning techniques.
☆19Updated 3 years ago
Alternatives and similar repositories for bck_stats
Users that are interested in bck_stats are comparing it to the libraries listed below
Sorting:
- Files for Python Talk☆24Updated 9 years ago
- Dynamical linear modeling (DLM) regression code for analysis of atmospheric time-series data.☆25Updated 5 years ago
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆50Updated last year
- scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python☆42Updated 3 years ago
- Particle Gibbs for Bayesian Additive Regression Trees☆33Updated 10 years ago
- A collection of resources for quantitative economics in Python☆13Updated 8 years ago
- Presentation for QuantCon 2016☆11Updated 9 years ago
- An intuitive library tracking dates and timeseries in common using numpy arrays. -- https://sidorof.github.io/Thymus-timeseries/☆18Updated last year
- Course in Probabilistic Programming in Python for the 2018 EU Summer School☆23Updated 7 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆17Updated 10 years ago
- A library for stock market analysis and automated trading, powered by sklearn.☆43Updated 10 years ago
- A daily diary of learning data science skills.☆12Updated 8 years ago
- A Tour of Time Series Analysis☆23Updated 9 years ago
- Python package for dynamic system estimation of time series☆40Updated 5 years ago
- Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.☆82Updated 9 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆70Updated 10 years ago
- L1 Trend Filtering☆19Updated last year
- A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time differ…☆33Updated 8 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆112Updated 10 years ago
- Smart, automatic detection and stationarization of non-stationary time series data.☆29Updated 3 years ago
- Git fork of https://code.google.com/p/trading-with-python/☆21Updated 12 years ago
- bayesian bootstrapping in python☆123Updated 3 years ago
- A Python Package for Probabilistic Prediction☆22Updated 4 years ago
- IPython Notebooks from old blog posts☆28Updated 8 years ago
- FMS, an agent-based Financial Market Simulator☆104Updated 13 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Eurex VSTOXX & Variance Advanced Services☆28Updated 9 years ago
- Implementation of Hidden Markov Models in pymc3☆62Updated 8 years ago