dream-faster / foldLinks
πͺ A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of magnitude speed-up, combined with flexibility and rigour. This is an internal project - documentation is not updated anymore and substantially differ from the current API.
β102Updated last year
Alternatives and similar repositories for fold
Users that are interested in fold are comparing it to the libraries listed below
Sorting:
- A library for Time Series EDA (exploratory data analysis)β72Updated last year
- World beating online covariance and portfolio construction.β310Updated last month
- Financial Portfolio Optimization Algorithmsβ59Updated last year
- β115Updated last year
- TSForecasting: Automated Time Series Forecasting Frameworkβ29Updated last year
- β70Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, sβ¦β64Updated 7 months ago
- Tools for investing in Pythonβ46Updated 3 years ago
- tsbootstrap: generate bootstrapped time series samples in Pythonβ85Updated 4 months ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimizationβ83Updated 2 years ago
- If you can measure it, consider it predictedβ363Updated 3 weeks ago
- Time-Series Cross-Validation Moduleβ46Updated 3 years ago
- Python project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or less freβ¦β29Updated this week
- Python library for asset pricingβ120Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.β121Updated 4 years ago
- Data, Benchmarks, and methods submitted to the M6 forecasting competitionβ127Updated last year
- notebooks used in quant club episodesβ18Updated 2 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Pricesβ121Updated last month
- Random Forest-based "Correlation" measuresβ15Updated 3 years ago
- Multivariate Volatility Models (ARCH) for stock prices and other time seriesβ20Updated last year
- β50Updated 2 years ago
- Nonlinear Nonparametric Statisticsβ95Updated this week
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competitionβ14Updated 2 years ago
- Fast Combinatorial Cross Validationβ17Updated 4 years ago
- This collects the scripts and notebooks required to reproduce my published work.β48Updated 3 weeks ago
- Fast implementations of common forecasting routinesβ42Updated this week
- An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced β¦β74Updated last month
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201β¦β26Updated 3 years ago
- Quantreo's Quant Libraryβ58Updated last month
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.β17Updated last year