Alternatives and similar repositories for fbm

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

• crflynn / stochastic
  Generate realizations of stochastic processes in python.
  ☆494Updated 3 years ago
• 732jhy / Fractional-Brownian-Motion
  Python implementation of fractional brownian motion
  ☆64Updated 5 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆44Updated 4 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆49Updated 2 years ago
• ELIFE-ASU / PyInform
  A Python Wrapper for the Inform Information Analysis Library
  ☆56Updated 6 years ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 6 months ago
• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆120Updated 2 months ago
• Ambrosys / glyph
  a python 3 library based on deap providing abstraction layers for symbolic regression problems.
  ☆94Updated 4 years ago
• LRydin / MFDFA
  Multifractal Detrended Fluctuation Analysis in Python
  ☆155Updated 3 years ago
• CSchoel / nolds
  Nonlinear measures for dynamical systems (based on one-dimensional time series)
  ☆302Updated 2 months ago
• bottler / iisignature
  Iterated integral signature calculations
  ☆115Updated 3 weeks ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆76Updated 8 years ago
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆102Updated 5 years ago
• christophmark / bayesloop
  Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
  ☆167Updated last year
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆159Updated last year
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆116Updated last year
• mattja / sdeint
  Numerical integration of Ito or Stratonovich SDEs
  ☆169Updated 2 years ago
• pints-team / pints
  Probabilistic Inference on Noisy Time Series
  ☆241Updated 2 weeks ago
• robince / pyentropy
  Information Theoretic Tools for Python
  ☆95Updated 6 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 3 years ago
• microprediction / humpday
  Elo ratings for global black box derivative-free optimizers
  ☆143Updated last year
• Mottl / hurst
  Hurst exponent evaluation and R/S-analysis in Python
  ☆336Updated 2 months ago
• datasig-ac-uk / esig
  esig python package
  ☆50Updated last year
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆31Updated last year
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆61Updated 3 years ago
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆50Updated 2 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• cvxgrp / cov_pred_finance
  ☆71Updated 7 months ago
• kenluck2001 / pySmooth
  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
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆122Updated 3 years ago