The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make predictions on a time series that does not follow usual dynamics.
☆12Jan 19, 2023Updated 3 years ago
Alternatives and similar repositories for Exact-Hidden-Markov-Models
Users that are interested in Exact-Hidden-Markov-Models are comparing it to the libraries listed below
Sorting:
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆39Sep 19, 2023Updated 2 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 3 years ago
- ☆28Aug 26, 2024Updated last year
- Multivariate time-series forecasting on stock market data using a transformer neural network☆12Jan 10, 2023Updated 3 years ago
- Signal Processing Tools☆11Feb 18, 2025Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆13Dec 24, 2022Updated 3 years ago
- ☆13May 27, 2023Updated 2 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Implementation of the Recurrent Implicit Quantile Networks (RIQNs), used as a baseline in the OOD detection in the anomalous RL benchmark☆14Oct 24, 2021Updated 4 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Jul 17, 2022Updated 3 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- ☆18Apr 1, 2023Updated 2 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).☆15Feb 20, 2022Updated 4 years ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆11Jul 6, 2023Updated 2 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- A Library for Algorithmic Trading with Alpaca in Python☆22Jun 21, 2024Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- Financial Portfolio Optimization Algorithms☆60Jul 5, 2024Updated last year
- Scanner that finds patterns in stocks/options/futures and discerns future risk/reward. Ie, money ball engine.☆23Aug 6, 2021Updated 4 years ago
- Bayesian Adaptive Spline Surfaces for flexible and automatic regression☆25Jan 31, 2026Updated last month
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Jun 21, 2023Updated 2 years ago
- Factor Expression + Historical Data = Factor Values☆30Jan 23, 2024Updated 2 years ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆31Updated this week
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- Python library for asset pricing☆130Mar 13, 2024Updated last year
- A Visual Programming Language for Cryptocurrency Trading Strategies on Bybit☆26Jul 7, 2025Updated 7 months ago
- A repository to collect coding material for the Polimi's course "Creative Programming and Computing" held by prof. Massimiliano Zanoni in…☆11Dec 11, 2019Updated 6 years ago
- TSForecasting: Automated Time Series Forecasting Framework☆30Feb 10, 2026Updated 3 weeks ago
- Better `keras` models for time series and beyond☆61Jan 11, 2024Updated 2 years ago
- FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks☆132Jul 6, 2021Updated 4 years ago
- This repo aims to share the core algorithms used in the paper, "Global labor flow network reveals the hierarchical organization and dynam…☆30Aug 2, 2019Updated 6 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Jun 28, 2022Updated 3 years ago
- DataHub - Synthetic data library☆80May 3, 2023Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago