Alternatives and similar repositories for competitions:

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

• microprediction / monteprediction_colab_examples
  Monte Carlo Submission Examples
  ☆16Updated 3 months ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆34Updated 3 months ago
• crunchdao / quickstarters-adialab
  ☆50Updated last year
• microprediction / m6
  M6-Forecasting competition
  ☆42Updated 11 months ago
• AlessandroGnoatto / Deep-xVA-Solver
  Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633
  ☆16Updated 4 years ago
• AlgoTrading101 / Conformal-Prediction-MAPIE-Algotrading101
  Conformal Prediction - A Practical Guide with MAPIE
  ☆13Updated 11 months ago
• cvxgrp / cov_pred_finance
  ☆63Updated this week
• ThomasWong2022 / numerai-benchmark
  Python Code used in publications, for archival purposes only
  ☆20Updated last year
• gerdm / BONE
  Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"
  ☆14Updated last month
• CausalML-Lab / PCMCI-Omega
  Code for PCMCI-Ω algorithm from the NeurIPS'23 paper "Causal Discovery in Semi-Stationary Time Series"
  ☆14Updated 3 months ago
• ML4ITS / synthetic-data
  Generate synthetic time-series using generative adversarial networks. Functional end-to-end system for dataset generation, model registry…
  ☆12Updated 2 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆48Updated 2 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 2 months ago
• causality-group / causality-benchmark-data
  Showcasing Causality Group's benchmark data through a data loading library and a signal backtesting example.
  ☆27Updated 10 months ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 8 months ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 2 years ago
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆11Updated this week
• MIMUW-RL / Unified-Long-Horizon-Time-Series-Benchmark
  Code for reproducing results from the paper "Unified Long Horizon Time Series Benchmark"
  ☆17Updated last year
• RiskLabAI / Notebooks.py
  ☆15Updated this week
• vincentblot28 / conformalized_gp
  ☆46Updated this week
• saitcakmak / BoRisk
  Bayesian Optimization of Risk Measures
  ☆21Updated last year
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆20Updated 8 months ago
• TsLu1s / tsforecasting
  TSForecasting: Automated Time Series Forecasting Framework
  ☆27Updated 2 months ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆49Updated 2 years ago
• MarcoGorelli / wound-ignite
  Prize-winning solution to the M6 Forecasting Competition
  ☆21Updated 2 years ago
• nla-group / fABBA
  A Python library for the fast symbolic approximation of time series
  ☆43Updated last week
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆81Updated last year
• datasig-ac-uk / esig
  esig python package
  ☆42Updated last month
• harrisp / GPyConform
  ☆47Updated last month
• uuazed / crunchdao
  Python API for the Crunchdao machine learning tournament
  ☆9Updated last year