Alternatives and similar repositories for AutoencoderCovShrinkage

Users that are interested in AutoencoderCovShrinkage are comparing it to the libraries listed below

• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆43Updated 5 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 4 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆30Updated 3 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 9 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆109Updated 8 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 5 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆65Updated 3 years ago
• camisatx / pySecMaster
  An automated system to store and maintain financial data.
  ☆69Updated 6 years ago
• Gustrigos / Eigen-Portfolio
  Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …
  ☆74Updated 5 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• wellecks / port_opt
  Portfolio Optimization in Python
  ☆46Updated 11 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆23Updated 7 years ago
• bayesiancointegration / python
  Python code for Bayesian Conditional Cointegration
  ☆18Updated 8 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆94Updated 3 years ago
• alpacahq / blogmaterials
  ☆30Updated 4 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆141Updated 6 years ago
• bespector / implied-vol
  ☆45Updated 5 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆132Updated 7 months ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 5 years ago