Alternatives and similar repositories for sparseEigen

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

• 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…
  ☆37Updated last month
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆27Updated 4 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
• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆18Updated 8 months ago
• AlanWangyl / Replication-Autoencoder-Asset-Pricing-Models
  ☆11Updated last year
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆18Updated 8 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated last year
• KarelZe / tclf
  A scikit-learn compatible classifier to perform trade classification in Python.
  ☆19Updated last week
• wilsonfreitas / AFML
  Code implementations of my studies on the book Advances in Financial Machine Learning
  ☆12Updated 4 years ago
• chicago-joe / Risk-Modeling-for-Volatility-Dispersion-Trades
  ☆13Updated 2 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• kvasilopoulos / exuber
  Econometric Analysis of Explosive Time Series
  ☆29Updated last year
• flare9x / MarketCycles.jl
  Digital Signal Processing Indicators For Market Data.
  ☆31Updated 5 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated last year
• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆10Updated 4 years ago
• gerdm / BONE
  Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"
  ☆17Updated this week
• anre005 / pinbasic
  R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
  ☆14Updated 3 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆17Updated 2 years ago
• dppalomar / imputeFin
  Imputation of Financial Time Series with Missing Values and/or Outliers
  ☆25Updated 3 years ago
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated 4 months ago
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆15Updated last year
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆19Updated 4 months ago
• Beliavsky / R-Finance-Task-View-Supplement
  R Finance packages not listed in the Empirical Finance Task View
  ☆12Updated last month
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 3 years 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
• firmai / firmai
  ☆18Updated this week
• wilsonfreitas / oplib
  Option Volatility and Pricing Models.
  ☆12Updated 2 months ago
• cvxgrp / cvxstatarb
  ☆26Updated last week
• jkclem / FANG-stock-prediction
  ☆15Updated 4 years ago