Alternatives and similar repositories for PySDE

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

• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆76Updated 7 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 6 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated 2 years ago
• gmgeorg / pylambertw
  pylambertw - sklearn interface to analyze and gaussianize heavy-tailed, skewed data
  ☆16Updated last year
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆30Updated 3 years ago
• Ambrosys / glyph
  a python 3 library based on deap providing abstraction layers for symbolic regression problems.
  ☆94Updated 4 years ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆144Updated 3 years ago
• microprediction / humpday
  Elo ratings for global black box derivative-free optimizers
  ☆142Updated 11 months ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆44Updated 4 years ago
• tee-lab / PyDaddy
  Python package to discover stochastic differential equations from time series data
  ☆99Updated 11 months ago
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆45Updated 2 years ago
• cvxgrp / cvxrisk
  ☆23Updated this week
• quantopian / bayesalpha
  Bayesian models to compute performance and uncertainty of returns and alpha.
  ☆114Updated 2 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• astrogilda / tsbootstrap
  tsbootstrap: generate bootstrapped time series samples in Python
  ☆87Updated 6 months ago
• jherekhealy / AQFED.jl
  Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
  ☆47Updated 6 months ago
• numericalalgorithmsgroup / NAGPythonExamples
  Examples and demos showing how to call functions from the nAG Library for Python
  ☆68Updated last year
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆49Updated last year
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆31Updated last year
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆83Updated 2 years ago
• gerdm / BONE
  Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"
  ☆23Updated 3 months ago
• microprediction / mkalgo
  Mueen-Keogh Algorithm for finding timeseries motifs
  ☆21Updated 4 years ago
• tschm / cs
  my talk for credit suisse
  ☆41Updated last week
• nla-group / fABBA
  A Python library for the fast symbolic approximation of time series
  ☆49Updated this week
• datasig-ac-uk / esig
  esig python package
  ☆50Updated last year
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 5 months ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆61Updated 3 years ago
• cvxgrp / simulator
  Tool to support backtests
  ☆49Updated this week
• christophmark / bayesloop
  Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
  ☆168Updated last year
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆26Updated 3 years ago