Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
☆168Feb 9, 2026Updated last month
Alternatives and similar repositories for bayesloop
Users that are interested in bayesloop are comparing it to the libraries listed below
Sorting:
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- ☆13May 27, 2023Updated 2 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- A python library for Bayesian time series modeling☆486Feb 11, 2026Updated 3 weeks ago
- Multivariate GARCH modelling in Python☆16Nov 3, 2024Updated last year
- Module for statistical learning, with a particular emphasis on time-dependent modelling☆539Nov 27, 2024Updated last year
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Jun 10, 2023Updated 2 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- Cross Thread Message Pipe☆18Dec 25, 2019Updated 6 years ago
- Forecasting with Gradient Boosted Time Series Decomposition☆199Jan 11, 2026Updated last month
- Python library for multivariate dependence modeling with Copulas☆117Jun 11, 2024Updated last year
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated 2 months ago
- Differentiable Gaussian Process implementation for PyTorch☆22Jul 8, 2018Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Jul 6, 2023Updated 2 years ago
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- Open source time series library for Python☆2,140Oct 24, 2023Updated 2 years ago
- World beating online covariance and portfolio construction.☆318Oct 13, 2025Updated 4 months ago
- ☆71Jun 13, 2025Updated 8 months ago
- Implementation of Hidden Markov Models in pymc3☆62Mar 9, 2017Updated 9 years ago
- Nonlinear Nonparametric Statistics☆101Updated this week
- A Python 3 package for state-of-the-art statistical dimension reduction methods☆42Updated this week
- PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.☆460Feb 27, 2026Updated last week
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆25Jul 11, 2022Updated 3 years ago
- trend / momentum and other patterns in financial timeseries☆279Jun 27, 2021Updated 4 years ago
- 💪📈 Powerfolio! is a stock screener and portfolio analysis. Backtest buy-and-hold vs. trading on RSI. Build a portfolio using efficient…☆10Jun 7, 2021Updated 4 years ago
- The simplest time series forecasting tool, supporting time series data preprocessing, feature engineering, model training, model evaluati…☆11Feb 16, 2026Updated 3 weeks ago
- Sequential Monte Carlo sampler for PyMC2 models.☆13Apr 4, 2018Updated 7 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- [AAAI 24] GradTree: Gradient-Based Axis-Aligned Decision Trees☆15Aug 28, 2024Updated last year
- The machine learning toolkit for time series analysis in Python☆3,110Updated this week
- Advances in Financial Machine Learning☆799Jan 11, 2023Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 5 years ago
- Bayesian Adaptive Spline Surfaces for flexible and automatic regression☆25Jan 31, 2026Updated last month
- Predict time-series with one line of code.☆437Oct 21, 2024Updated last year
- Trend filtering☆14Aug 21, 2024Updated last year
- ☆10Jun 19, 2021Updated 4 years ago
- A repository to keep tools, scripts, data for SMART task.☆11May 24, 2022Updated 3 years ago
- Standard Financial Enumerations☆11Nov 25, 2025Updated 3 months ago
- Net Present Value (NPV) Simulation for Python☆14Aug 12, 2019Updated 6 years ago