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.
β101Updated last year
Alternatives and similar repositories for fold
Users that are interested in fold are comparing it to the libraries listed below
Sorting:
- β50Updated last year
- A library for Time Series EDA (exploratory data analysis)β69Updated 11 months ago
- TSForecasting: Automated Time Series Forecasting Frameworkβ28Updated 8 months ago
- β64Updated 8 months ago
- 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¦β63Updated 3 months ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimizationβ81Updated 2 years ago
- β115Updated last year
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.β114Updated 4 years ago
- Financial Portfolio Optimization Algorithmsβ57Updated last year
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily orβ¦β28Updated last week
- World beating online covariance and portfolio construction.β302Updated 2 weeks ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.β57Updated last year
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Pricesβ116Updated 4 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.β17Updated last year
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assetsβ76Updated 7 months ago
- Python library for asset pricingβ115Updated last year
- Fast, high-quality forecasts on relational and multivariate time-series data powered by new feature learning algorithms and automated ML.β161Updated last month
- β20Updated 2 years ago
- Tools for investing in Pythonβ45Updated 3 years ago
- tsbootstrap: generate bootstrapped time series samples in Pythonβ79Updated last week
- This collects the scripts and notebooks required to reproduce my published work.β48Updated last month
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through explβ¦β40Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time seriesβ19Updated 10 months ago
- Random Forest-based "Correlation" measuresβ15Updated 3 years ago
- Financial AI with Pythonβ84Updated 3 months ago
- β140Updated 2 years ago
- Tool to support backtestsβ45Updated 3 weeks ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.β55Updated 2 months ago
- Data, Benchmarks, and methods submitted to the M6 forecasting competitionβ114Updated 9 months ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perforβ¦β34Updated last year