Mean and Covariance Matrix Estimation under Heavy Tails
☆22May 24, 2023Updated 3 years ago
Alternatives and similar repositories for fitHeavyTail
Users that are interested in fitHeavyTail are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆19Jun 11, 2020Updated 6 years ago
- Imputation of Financial Time Series with Missing Values and/or Outliers☆27Sep 27, 2021Updated 4 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆28Nov 29, 2022Updated 3 years ago
- A general purpose date(time) parser for R☆23Apr 2, 2026Updated 3 months ago
- Portfolio Construction using Stratified Models☆13Mar 25, 2021Updated 5 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆39Dec 24, 2025Updated 7 months ago
- Automated Backtesting of Portfolios over Multiple Datasets☆73May 18, 2026Updated 2 months ago
- Design of Risk Parity Portfolios☆123Nov 15, 2022Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 5 years ago
- Structured Graph Learning via Laplacian Spectral Constraints (NeurIPS 2019)☆63Sep 26, 2022Updated 3 years ago
- oracle-structured minimization method☆13Sep 1, 2021Updated 4 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Oct 26, 2018Updated 7 years ago
- Conditional probability, conditional entropy, and mutual information estimation in Python. https://arxiv.org/abs/1907.00325☆12Oct 15, 2020Updated 5 years ago
- Learning Finite State Machine Models from Data with a Genetic Algorithm☆11Dec 1, 2025Updated 7 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Add Methods to R6 Class Definition☆11Jan 16, 2022Updated 4 years ago
- Python code for Bayesian Conditional Cointegration☆18May 28, 2017Updated 9 years ago
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- An R package for Neural Nets created using nnlib2☆13Mar 5, 2025Updated last year
- Time series with torch☆13Jun 18, 2022Updated 4 years ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 8 months ago
- An R Package for Change Point Localisation☆15Oct 7, 2023Updated 2 years ago
- Interactive Brokers Java Framework☆12May 3, 2015Updated 11 years ago
- Time-series functionality based on nanotime and data.table☆15Apr 23, 2026Updated 3 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Estimate a suite of normalizing transformations, including a new adaptation of a technique based on ranks which can guarantee normally di…☆43Jun 4, 2026Updated last month
- Modeling of intraday volatility and volume in financial markets☆20May 29, 2023Updated 3 years ago
- EventDetectR is an R-package for detecting/classifiying events in time-series data. It aims to combine multiple well-known R-packages li…☆14Dec 18, 2020Updated 5 years ago
- ☆10Mar 29, 2020Updated 6 years ago
- an R package collection for topological data analysis☆17Apr 16, 2026Updated 3 months ago
- Robust Sparse PCA using the ROSPCA algorithm of Hubert et al. (2016)☆13Nov 30, 2024Updated last year
- A library for training and deploying machine learning models on Amazon SageMaker using R through paws sdk☆12Apr 28, 2022Updated 4 years ago
- R Package For Accessing Docker via Docker APIs☆20Jul 14, 2017Updated 9 years ago
- Run LLM models natively from R☆18Jun 22, 2026Updated last month
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Android app to get synonyms with use of Oxford Dictionary APIs☆15Jan 12, 2018Updated 8 years ago
- View nested lists in R interactively using only HTML and CSS☆23Jul 18, 2023Updated 3 years ago
- Case studies using mlr3☆22Nov 8, 2022Updated 3 years ago
- A comprehensive Python and R-based toolkit for clustering and sorting electrophysiology data recorded using Intan RHD2132 chips. Original…☆10Mar 16, 2026Updated 4 months ago
- Track machine learning experiments☆19Aug 2, 2023Updated 2 years ago
- A lightweight and very fast base64 encoder and decoder.☆22Mar 4, 2026Updated 4 months ago
- secretbase - Cryptographic Hash Functions and Data Encoding☆19Updated this week