esig python package
☆53Dec 17, 2024Updated last year
Alternatives and similar repositories for esig
Users that are interested in esig are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Toolbox for working with streaming data as rough paths in Python☆52May 1, 2026Updated 3 weeks ago
- Iterated integral signature calculations☆120Feb 16, 2026Updated 3 months ago
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆305Jan 11, 2024Updated 2 years ago
- ☆30Aug 5, 2023Updated 2 years ago
- Symbolic sequence learning package☆12Dec 8, 2025Updated 5 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.
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆58Jul 6, 2021Updated 4 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆61Nov 4, 2025Updated 6 months ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆98Jul 25, 2024Updated last year
- Code for "Generalised Interpretable Shapelets for Irregular Time Series"☆55Jul 6, 2023Updated 2 years ago
- ☆17Dec 10, 2023Updated 2 years ago
- C++ implementation of rBergomi model☆27Jul 4, 2018Updated 7 years ago
- ☆17Oct 25, 2023Updated 2 years ago
- A JAX-based gaussian process structure learning package for time series modelling.☆37Apr 28, 2026Updated last month
- Foundations and Applications☆101Jun 16, 2020Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆13Jun 25, 2021Updated 4 years ago
- Example applications of path signatures☆42Apr 17, 2026Updated last month
- R package for inference on the Sharpe ratio.☆20Dec 21, 2024Updated last year
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆38Dec 6, 2023Updated 2 years ago
- Stein Variational Gradient Descent with Matrix-Valued Kernels☆13Dec 4, 2019Updated 6 years ago
- ☆13Jul 24, 2025Updated 10 months ago
- Probabilistic deep learning using JAX☆15Feb 8, 2025Updated last year
- ☆28Apr 17, 2023Updated 3 years ago
- Martingale posterior neural networks for fast sequential decision making @ Neurips 2025☆25Nov 13, 2025Updated 6 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆148Oct 5, 2022Updated 3 years ago
- Tutorials for the Machine Learning for Time Series class - Master MVA (2021/2022)☆10Mar 3, 2022Updated 4 years ago
- Repository for the paper "Adversarial Variational Optimization of Non-Differentiable Simulators"☆16Dec 17, 2018Updated 7 years ago
- Bayesian Inference of Complex Panel Data☆38Apr 27, 2026Updated last month
- Test pytorch code with minimal computational overhead☆26Jun 8, 2023Updated 2 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆33Feb 13, 2024Updated 2 years ago
- Random forests for longitudinal data using stochastic semiparametric miced-model☆12May 15, 2022Updated 4 years ago
- An open source library for asynchronous querying of LLM endpoints☆37Jul 18, 2025Updated 10 months ago
- Notes for Comp 251☆11Jul 14, 2021Updated 4 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Fine-grained, dynamic control of neural network topology in JAX.☆22Jul 23, 2023Updated 2 years ago
- Implementation of "Reinforcement Learning in Possibly Nonstationary Environments"☆10Mar 10, 2025Updated last year
- A protoc plugin that generates GraphQL execution code from Protocol Buffers☆44May 16, 2026Updated last week
- Presentations of the advanced topics in optimization☆11Oct 30, 2019Updated 6 years ago
- Forecasting with Gradient Boosted Time Series Decomposition☆199Jan 11, 2026Updated 4 months ago
- Automatic Differentiation for Gradient Boosted Decision Trees.☆13May 17, 2022Updated 4 years ago
- Code for the paper Volatility is (mostly) path-dependent☆76Mar 22, 2024Updated 2 years ago