Alternatives and similar repositories for pob

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

• convexfi / fitHeavyTail
  Mean and Covariance Matrix Estimation under Heavy Tails
  ☆22Updated 2 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• dppalomar / imputeFin
  Imputation of Financial Time Series with Missing Values and/or Outliers
  ☆25Updated 4 years ago
• enricoschumann / NMOF
  Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…
  ☆38Updated this week
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆67Updated 3 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆25Updated 2 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 5 months ago
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 2 years ago
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆70Updated last year
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 3 years ago
• YalDan / JumpDetectR
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Updated 3 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 4 months ago
• itamarcaspi / psymonitor
  Real Time Monitoring of Asset Markets with R
  ☆31Updated 5 months ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 10 months ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• Reckziegel / epo
  Enhanced Portfolio Optimization (EPO)
  ☆14Updated last year
• ClarkQTIM / A-Survey-of-Deep-Learning-Architectures-for-Algorithmic-Cryptocurrency-Trading
  This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …
  ☆10Updated 2 years ago
• mfrdixon / GP-CVA
  ☆14Updated 6 years ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆13Updated 2 weeks ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated 4 months ago
• sn-code-inside / gaussian-process-models-for-quantitative-finance
  ☆22Updated 8 months ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆13Updated 6 years ago
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆44Updated 8 years ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆95Updated this week
• rubetron / AssetAllocation
  R package AssetAllocation
  ☆33Updated last year
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 11 months ago