Alternatives and similar repositories for py-l1tf:

Users that are interested in py-l1tf are comparing it to the libraries listed below

• bugra / l1
  L1 Trend Filtering
  ☆19Updated 10 months ago
• joshloyal / L1-Trend-Filtering
  This is a Python package wrapper around the C solver for the l1 trend filtering algorithm written by Kwangmoo Koh, Seung-Jean Kim and Ste…
  ☆20Updated 6 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆15Updated 5 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• jheusser / hawkes
  Hawkes Process Estimation
  ☆50Updated 10 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆22Updated 7 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆53Updated 2 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 4 months ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆23Updated 7 years ago
• mcindoe / regimedetection
  ☆33Updated last year
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 4 years ago
• CamDavidsonPilon / PyProcess
  Generate stochastic processes using Python. Unfortunately not maintained any longer =(
  ☆112Updated 9 years ago
• WLM1ke / LedoitWolf
  Ledoit-Wolf covariance matrix estimator of stock returns
  ☆42Updated 5 years ago
• rmcgibbo / covar
  Compute shrinkage estimates of the covariance matrix
  ☆15Updated 9 years ago
• khrapovs / impvol
  Find Black-Scholes implied volatility
  ☆21Updated 6 years ago
• doda / fincl
  Advancing in Financial Machine Learning
  ☆16Updated 4 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 6 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 5 years ago
• fanannan / LPPL
  Python implementation for solving log-periodic power law formulae for stock price prediction
  ☆22Updated 9 years ago
• robince / pyentropy
  Information Theoretic Tools for Python
  ☆91Updated 5 years ago
• devisechain / Devise
  Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha
  ☆27Updated 6 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆55Updated last year
• bayesiancointegration / python
  Python code for Bayesian Conditional Cointegration
  ☆17Updated 7 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆34Updated 4 years ago
• jmetzen / kernel_regression
  Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.
  ☆81Updated 8 years ago
• 0b01 / recurrent-autoencoder
  archiving old code
  ☆25Updated 7 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆45Updated 2 years ago
• sinusgamma / probabilistic_wavenet_fx
  Probabilistic and Directional Relu Wavenet with forex and economic news data
  ☆25Updated 4 years ago