Alternatives and similar repositories for esig

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

• bottler / iisignature
  Iterated integral signature calculations
  ☆114Updated last month
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 4 months ago
• astrogilda / tsbootstrap
  tsbootstrap: generate bootstrapped time series samples in Python
  ☆86Updated 5 months ago
• patrick-kidger / signatory
  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
  ☆292Updated last year
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆65Updated 2 years ago
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆55Updated 4 years ago
• asnelt / mixedvines
  Python package for canonical vine copula trees with mixed continuous and discrete marginals
  ☆49Updated 2 years ago
• anh-tong / signax
  Signax: Signature computation in JAX
  ☆37Updated 11 months ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆44Updated 4 years ago
• cvxgrp / cov_pred_finance
  ☆70Updated 6 months ago
• AlejandroSantorum / scikit-rmt
  Random Matrix Theory library - RMT analysis and simulation in Python
  ☆52Updated 2 months ago
• microprediction / humpday
  Elo ratings for global black box derivative-free optimizers
  ☆142Updated 10 months ago
• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆116Updated last month
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆85Updated 7 months ago
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆83Updated 2 years ago
• datasig-ac-uk / RoughPy
  Toolbox for working with streaming data as rough paths in Python
  ☆44Updated last week
• SigCGANs / Sig-Wasserstein-GANs
  ☆30Updated 2 years ago
• g-benton / Volt
  Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
  ☆49Updated 3 years ago
• patrick-kidger / Deep-Signature-Transforms
  Code for "Deep Signature Transforms" (NeurIPS 2019)
  ☆98Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆56Updated 2 years ago
• RudyMorel / scattering_spectra
  Scattering Spectra used for the analysis and generation of time-series
  ☆41Updated last year
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆159Updated 10 months ago
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated last year
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆31Updated last year
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆115Updated last year
• aangelopoulos / conformal-time-series
  Conformal prediction for time-series applications.
  ☆130Updated 2 years ago
• probml / sts-jax
  Structural Time Series in JAX
  ☆212Updated last year
• imanolperez / market_simulator
  Market simulator
  ☆61Updated 5 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆17Updated last year
• nla-group / fABBA
  A Python library for the fast symbolic approximation of time series
  ☆49Updated last week