Alternatives and similar repositories for sparseEigen:

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

• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆28Updated 4 years ago
• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆18Updated 5 months ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆19Updated 2 months 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 this week
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆17Updated 8 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆61Updated 3 months ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated last year
• firmai / firmai
  ☆17Updated this week
• JuliaQuant / TradeModels.jl
  Modeling the allocation of resources to markets based on the restraints of objective functions
  ☆14Updated 8 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆39Updated 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
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆16Updated 2 years ago
• pierovic94 / TACTICAL-ASSET-ALLOCATION-AND-MACHINE-LEARNING
  This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…
  ☆12Updated 4 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• censix / INTRADAY-PartAB
  Updated repository containing datafeed and strategy
  ☆12Updated 9 years ago
• tschm / TinyCTA
  Underlying package for the 10-line cta
  ☆10Updated this week
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated last month
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 5 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆25Updated last year
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated last year
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆11Updated 3 years ago
• R-Finance / PortfolioAttribution
  ☆19Updated 10 years ago
• CharlesHoffmanCPA / fac-ifrs
  Fundamental Accounting Concept Relations validation for International Financial Reporting Standards (IFRS).
  ☆12Updated 6 years ago
• ronojoy / pybisp
  This aims to be a collection of tools for performing Bayesian parameter estimation and model selection on stochastic processes. The immed…
  ☆11Updated 3 years ago
• KarelZe / tclf
  A scikit-learn compatible classifier to perform trade classification in Python.
  ☆19Updated last week
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆14Updated last year