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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Sep 19, 2023Updated 2 years ago
- Discord bot to display events and information about a CTFd instance (https://ctfd.io/)☆11Jul 9, 2024Updated 2 years ago
- Signal Processing Tools☆12Feb 18, 2025Updated last year
- 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
- ☆13May 27, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆28Aug 26, 2024Updated last year
- ☆42Jun 19, 2023Updated 3 years ago
- In this repository, I have mentioned all the time series analysis methods from statsmodels library to analyse and model time-series data.☆36Oct 10, 2022Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆68Jul 17, 2022Updated 4 years ago
- Multivariate time-series forecasting on stock market data using a transformer neural network☆11Jan 10, 2023Updated 3 years ago
- 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
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 4 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).☆15Feb 20, 2022Updated 4 years ago
- ☆10Aug 10, 2021Updated 4 years ago
- Terraform Modules for Zscaler Cloud Connector on AWS☆30Updated this week
- ☆11Dec 12, 2021Updated 4 years ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- Financial Portfolio Optimization Algorithms☆61May 10, 2026Updated 2 months ago
- Fully automated trading system, strategy based on Kalman filter☆13May 7, 2018Updated 8 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 3 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- ☆18Apr 1, 2023Updated 3 years ago
- Order Book Events ReconstructiON from empirical data☆10Feb 16, 2023Updated 3 years ago
- Generate a sitemap for the gitbook website☆10Sep 14, 2021Updated 4 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- Scanner that finds patterns in stocks/options/futures and discerns future risk/reward. Ie, money ball engine.☆24Aug 6, 2021Updated 4 years ago
- ☆12Jun 13, 2015Updated 11 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 4 years ago
- Get a company's financials and stock information using a simple and intuitive API☆12Dec 9, 2022Updated 3 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- Codes for Evolving Plastic ANNs☆15Dec 18, 2022Updated 3 years ago
- Factor Expression + Historical Data = Factor Values☆31Jan 23, 2024Updated 2 years ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆11Jul 6, 2023Updated 3 years ago