crunchdao / competitionsLinks
☆22Updated last week
Alternatives and similar repositories for competitions
Users that are interested in competitions are comparing it to the libraries listed below
Sorting:
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- esig python package☆50Updated last year
- Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"☆23Updated 3 months ago
- ☆50Updated 2 years ago
- notebooks used in quant club episodes☆18Updated 2 years ago
- Monte Carlo Submission Examples☆17Updated last year
- Winner-takes-all for Multivariate Probabilistic Time Series Forecasting☆54Updated 4 months ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆56Updated 3 years ago
- ☆70Updated 6 months ago
- Neat Bayesian machine learning examples☆58Updated last month
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆56Updated 5 months ago
- M6-Forecasting competition☆43Updated last year
- ☆42Updated 4 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 3 weeks ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆37Updated 2 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆22Updated last year
- A curated list of resources dedicated to Deep Hedging☆87Updated 3 years ago
- Random Matrix Theory library - RMT analysis and simulation in Python☆53Updated 2 months ago
- A Multi-agent reinforcement-learning simulator framework.☆83Updated last year
- Calibrated Random Forests☆40Updated 5 years ago
- tsbootstrap: generate bootstrapped time series samples in Python☆87Updated 6 months ago
- Elo ratings for global black box derivative-free optimizers☆142Updated 11 months ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Updated 4 years ago
- Conformal Prediction - A Practical Guide with MAPIE☆18Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 9 months ago
- Implements Path Shadowing Monte Carlo (PSMC).☆86Updated last year
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆120Updated 2 months ago