dthomakos / Prognostikon-CodeLinks
Publicly available Python and Gretl code from posts at my blog Prognostikon
☆10Updated 3 weeks 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.☆15Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆21Updated last week
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆13Updated last year
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Updated 6 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated 2 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆35Updated last year
- Implements different approaches to tactical and strategic asset allocation☆37Updated 6 months ago
- ☆42Updated 2 years ago
- ☆20Updated 5 months ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆20Updated 3 years ago
- detecting regime of financial market☆38Updated 2 years ago
- DCC-GARCH(1,1) for multivariate normal distribution.☆61Updated last year
- Financial AI with Python☆84Updated 3 months ago
- Multivariate GARCH modelling in Python☆17Updated 8 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 9 months ago
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆14Updated last year
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆121Updated last year
- ☆68Updated last month
- Implements Path Shadowing Monte Carlo (PSMC).☆73Updated 7 months ago
- ☆27Updated last month
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆44Updated 3 years ago
- Deep Dynamic Factor Models☆22Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆87Updated 4 months ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆116Updated 4 months ago
- Multivariate Markov-Switching Models Regressions Framework☆12Updated 5 years ago
- ☆27Updated 3 years ago