fylux / tsf_var
Vector Autoregression Model for Time Series Analysis using high performance linear algebra libraries
☆9Updated 7 years ago
Alternatives and similar repositories for tsf_var:
Users that are interested in tsf_var are comparing it to the libraries listed below
- Markov Switching Models for Statsmodels☆23Updated 8 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 9 years ago
- Kaggle competition results☆20Updated 6 years ago
- Timeseries Forecasting via Recurrent Neural Nets [Keras + Theano]☆34Updated 8 years ago
- RF + GBM + ARIMA/NN Hybrid ensemble for predicting 6-month returns for the 9 sector ETFs plus IYZ☆24Updated 11 years ago
- Material and slides for Boston NLP meetup May 23rd 2016☆17Updated 8 years ago
- Document or binary file vectorization with Normalized Compression Distance in Python.☆17Updated 9 years ago
- An intuitive library tracking dates and timeseries in common using numpy arrays. -- https://sidorof.github.io/Thymus-timeseries/☆18Updated last year
- stochs: fast stochastic solvers for machine learning in C++ and Cython☆26Updated 2 years ago
- A Tour of Time Series Analysis☆23Updated 8 years ago
- L1 Trend Filtering☆19Updated last year
- Using Q-learning to better navigate orderbooks.☆21Updated 7 years ago
- IPython Notebooks from old blog posts☆28Updated 7 years ago
- Code for the arxiv paper☆9Updated 10 years ago
- Machine Learning examples adapted from Hastie, Tibshirani, and Friedman book☆9Updated 7 years ago
- Probabilistic Programming in Python. Uses Theano as a backend and includes the NUTS sampler.☆12Updated 8 years ago
- Online feature-extraction and classification algorithm that learns representations of input patterns.☆31Updated 8 years ago
- Amazon access control challenge☆25Updated 10 years ago
- Eurex VSTOXX & Variance Advanced Services☆28Updated 9 years ago
- Sklearn implementation of GBM to predict mu(X) and std(X) on heteroscedastic data☆26Updated 8 years ago
- Personal blog raw files.☆22Updated last year
- Unsupervised ML algorithm for predictive modeling and time-series analysis☆38Updated 4 years ago
- Material for open source machine learning practical☆21Updated 9 years ago
- Log-Bilinear Document Model☆18Updated 13 years ago
- A library for stock market analysis and automated trading, powered by sklearn.☆41Updated 9 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- An implementation of Adams & MacKay 2007 "Bayesian Online Changepoint Detection"☆31Updated 10 years ago
- Python notebooks for demonstrating various ideas, APIs, libraries.☆32Updated 7 years ago
- [Recurrent Weighted Average](https://arxiv.org/abs/1703.01253) [Jared Ostmeyer et.al, 2017] heavily based on https://gist.github.com/sham…☆10Updated 7 years ago
- Machine Learning for Financial Market Prediction☆58Updated 6 years ago