Repository for "Fitting a Kalman Smoother to Data"
☆61Feb 22, 2024Updated 2 years ago
Alternatives and similar repositories for auto_ks
Users that are interested in auto_ks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Portfolio Construction using Stratified Models☆12Mar 25, 2021Updated 5 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Convex-Convex Lecture Slides and Code☆19Dec 10, 2025Updated 4 months ago
- Conditional probability, conditional entropy, and mutual information estimation in Python. https://arxiv.org/abs/1907.00325☆12Oct 15, 2020Updated 5 years ago
- Repository for "Learning Probabilistic Trajectory Models of Aircraft in Terminal Airspace from Position Data"☆20Oct 14, 2018Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Source code for the examples accompanying the paper "Learning convex optimization control policies."☆85Nov 14, 2022Updated 3 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated 9 months ago
- Robust Kalman filter with adaptive noise statistics estimation.☆149Sep 25, 2018Updated 7 years ago
- Unscented Kalman Filtering on (Parallelizable) Manifolds (UKF-M)☆257Oct 29, 2021Updated 4 years ago
- ☆18Jun 11, 2020Updated 5 years ago
- ☆33Nov 8, 2021Updated 4 years ago
- Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)☆23Aug 19, 2020Updated 5 years ago
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 years ago
- Tuning-Free Huber Regression☆14Mar 12, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆25Jun 19, 2020Updated 5 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆45Feb 3, 2026Updated 3 months ago
- critical line algorithm for efficient frontier☆22May 2, 2026Updated last week
- This repository contains a python script that converts logs from Google's GNSS measurement tools to RINEX☆32Aug 1, 2022Updated 3 years ago
- Working on this project as part of 3D-Vision course at ETH☆11Jul 20, 2020Updated 5 years ago
- Self-Tuning Optimized Kalman Filtering (STOK) + DyNet simulation + connectivity metrics☆13May 10, 2021Updated 4 years ago
- Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX☆103Jul 6, 2023Updated 2 years ago
- A dataset of various tests of inertial and magnetic sensors using an industrial robot as ground-truth☆45Sep 4, 2015Updated 10 years ago
- Scripts to convert a rosbag into Euroc dataset format.☆21Mar 20, 2022Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Header-based library for robust GNC+BR☆15Jul 2, 2023Updated 2 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series☆72Aug 19, 2020Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Nearest Neighbor Kernel Conditional Density Estimation☆12May 9, 2020Updated 6 years ago
- Replication material for "Optimal Automatic Stabilizers"☆11Aug 9, 2021Updated 4 years ago
- ☆14May 8, 2025Updated last year
- High-Performance Kalman Filtering and Smoothing in Python☆18Feb 1, 2025Updated last year
- ☆14Feb 18, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Code of paper "Associating Uncertainty to Extended Poses for on Lie Group IMU Preintegration with Rotating Earth"☆95Aug 7, 2020Updated 5 years ago
- LPs or VARs? A Primer for Macroeconomists☆25May 22, 2025Updated 11 months ago
- Differentiable Factor Graph Optimization @ IROS 2021☆96Feb 22, 2023Updated 3 years ago
- ☆11Apr 19, 2021Updated 5 years ago
- ☆13Jun 3, 2024Updated last year
- SE(n)++: An Efficient Unified Solution to Multiple Pose Estimation Problems☆15Aug 5, 2020Updated 5 years ago
- Lightweight robust covariance estimation in Julia☆44Apr 21, 2026Updated 2 weeks ago