Alternatives and similar repositories for pob:

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

• dppalomar / sparseEigen
  Computation of Sparse Eigenvectors of a Matrix
  ☆12Updated 6 years ago
• steve-the-bayesian / BOOM
  A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian O…
  ☆37Updated this week
• convexfi / fitHeavyTail
  Mean and Covariance Matrix Estimation under Heavy Tails
  ☆21Updated last year
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆24Updated 2 years ago
• cvxgrp / cvx_opt_risk_neutral
  Convex optimization over risk-neutral probabilities.
  ☆15Updated 4 years ago
• cvxgrp / lrsm_portfolio
  Portfolio Construction using Stratified Models
  ☆12Updated 3 years ago
• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆19Updated 3 years ago
• compops / gpo-smc-abc
  Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods
  ☆12Updated 7 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 5 years ago
• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 4 years ago
• 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 …
  ☆8Updated 2 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…
  ☆36Updated last week
• osqp / osqp-r
  R interface for OSQP
  ☆12Updated 7 months ago
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆27Updated this week
• cvxgrp / markowitz-reference
  This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…
  ☆23Updated last week
• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆18Updated 4 months ago
• FRBNY-DSGE / ModelConstructors.jl
  Build custom model types for estimation.
  ☆12Updated last month
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆12Updated this week
• mmaechler / fracdiff
  R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models
  ☆17Updated 10 months ago
• cvxgrp / cvxmarkowitz
  ☆25Updated this week
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• Techtonique / ahead_python
  Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)
  ☆13Updated 4 months ago
• anre005 / pinbasic
  R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
  ☆13Updated 2 years ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆11Updated 5 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆20Updated 8 months ago
• ineswilms / bigtime
  Sparse estimation of large time series models
  ☆29Updated last year
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 3 years ago
• andrewcharlesjones / universal_portfolios
  ☆11Updated 2 years ago
• Akai01 / caretForecast
  Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms
  ☆24Updated 2 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago