dthomakos / Prognostikon-CodeLinks
Publicly available Python and Gretl code from posts at my blog Prognostikon
☆11Updated 3 months ago
Alternatives and similar repositories for Prognostikon-Code
Users that are interested in Prognostikon-Code are comparing it to the libraries listed below
Sorting:
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆16Updated 4 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆36Updated 2 years ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆47Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Implements different approaches to tactical and strategic asset allocation☆43Updated 11 months ago
- detecting regime of financial market☆41Updated 3 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆41Updated last year
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆26Updated 4 years ago
- ☆25Updated last month
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆60Updated 3 weeks ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Updated 7 years ago
- ☆27Updated 3 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 7 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆14Updated 5 years ago
- ☆26Updated last year
- Financial AI with Python☆97Updated last month
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆15Updated last year
- ☆41Updated 4 years ago
- Portfolio optimization with cvxopt☆40Updated last week
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- ☆70Updated 6 months ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆50Updated 4 years ago
- ☆20Updated 10 months ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Python 3 source code for the implementation of the directional change analysis of financial time series data☆34Updated 2 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Updated 4 months ago