Imputation of Financial Time Series with Missing Values and/or Outliers
☆26Sep 27, 2021Updated 4 years ago
Alternatives and similar repositories for imputeFin
Users that are interested in imputeFin are comparing it to the libraries listed below
Sorting:
- Mean and Covariance Matrix Estimation under Heavy Tails☆22May 24, 2023Updated 2 years ago
- EventDetectR is an R-package for detecting/classifiying events in time-series data. It aims to combine multiple well-known R-packages li…☆14Dec 18, 2020Updated 5 years ago
- Financial Machine Learning with R☆15Jan 26, 2020Updated 6 years ago
- Utilities to Retrieve Rulelists from Model Fits, Filter, Prune, Reorder and Predict on unseen data☆11Feb 4, 2025Updated last year
- Code for a variety of nonlinear conditional independence tests and 'nonlinear Invariant Causal Prediction' to estimate the causal parents…☆17Nov 12, 2019Updated 6 years ago
- Repository for algorithmic trading ideas☆10Aug 12, 2021Updated 4 years ago
- Learning Finite State Machine Models from Data with a Genetic Algorithm☆11Dec 1, 2025Updated 3 months ago
- Add Methods to R6 Class Definition☆11Jan 16, 2022Updated 4 years ago
- General Regression Neural Networks☆11Oct 25, 2020Updated 5 years ago
- An R package for easy parallel computing, logging, and function call automation.☆13Nov 21, 2025Updated 4 months ago
- Forecasting for mlr3☆22Aug 16, 2024Updated last year
- ☆11Oct 24, 2025Updated 4 months ago
- An R package for Neural Nets created using nnlib2☆13Mar 5, 2025Updated last year
- R package - Quantile Regression Forests, a tree-based ensemble method for estimation of conditional quantiles (Meinshausen, 2006).☆32Feb 27, 2018Updated 8 years ago
- Structured Graph Learning via Laplacian Spectral Constraints (NeurIPS 2019)☆62Sep 26, 2022Updated 3 years ago
- An implementation of Multi-Objective Decision Analysis algorithms☆16Jul 30, 2018Updated 7 years ago
- Time series with torch☆13Jun 18, 2022Updated 3 years ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 4 months ago
- Covariance Matrix Estimation via Factor Models☆38Mar 25, 2019Updated 6 years ago
- Forecast Combination in R☆28Aug 3, 2018Updated 7 years ago
- Granularity visualisation of time series data☆15Jun 14, 2022Updated 3 years ago
- An R Package for Change Point Localisation☆13Oct 7, 2023Updated 2 years ago
- wsrf: Weighted Subspace Random Forest for Classification☆14Feb 22, 2026Updated last month
- [PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price For…☆10May 21, 2025Updated 10 months ago
- an R package collection for topological data analysis☆15Feb 25, 2026Updated 3 weeks ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Fast basic data structures for R☆11Apr 6, 2015Updated 10 years ago
- Thesis support material☆11Mar 28, 2021Updated 4 years ago
- Design of Risk Parity Portfolios☆121Nov 15, 2022Updated 3 years ago
- A Graph Structure Learning (GSL) Toolkit☆38Nov 4, 2022Updated 3 years ago
- modelplotr☆15Oct 13, 2020Updated 5 years ago
- R package crs (Categorical Regression Splines)☆17Feb 23, 2026Updated 3 weeks ago
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- R Package For Accessing Docker via Docker APIs☆20Jul 14, 2017Updated 8 years ago
- CRAN R package: Impute missing values based on automated variable selection☆16Jul 21, 2021Updated 4 years ago
- A general purpose date(time) parser for R☆22Feb 23, 2026Updated last month
- Case studies using mlr3☆22Nov 8, 2022Updated 3 years ago
- A python based project to predict values based on RNN and Regression☆21Jan 10, 2021Updated 5 years ago
- Track machine learning experiments☆19Aug 2, 2023Updated 2 years ago