Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
☆49Jul 23, 2022Updated 3 years ago
Alternatives and similar repositories for Volt
Users that are interested in Volt are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of the Gaussian Process Autoregressive Regression Model☆70Jan 17, 2025Updated last year
- ☆20Aug 2, 2023Updated 2 years ago
- Example implemention of the Proximal Policy Optimization algorithm☆18Jul 25, 2024Updated last year
- Implementation of GPLVM and Bayesian GPLVM in pytorch/gpytorch☆15Jun 21, 2021Updated 4 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆25Jun 22, 2020Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Deep GPs built on top of TensorFlow/Keras and GPflow☆129Oct 16, 2024Updated last year
- Conformal Prediction for Time Series with Modern Hopfield Networks☆86May 28, 2025Updated last year
- Source code for Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data by Ben Taieb, Souhaib, Taylor, James, …☆10Sep 4, 2019Updated 6 years ago
- A simple hypernetwork implementation in jax using haiku.☆24Aug 20, 2022Updated 3 years ago
- Implementation of stochastic variational inference for differentially deep gaussian processes☆15Nov 5, 2018Updated 7 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 9 months ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- We got a stew going!☆27Oct 3, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Slides for my PyData NYC 2017 talk.☆14Mar 3, 2018Updated 8 years ago
- Fully Bayesian Inference in GPs - Gaussian and Generic Likelihoods☆22Sep 26, 2023Updated 2 years ago
- ☆11May 12, 2023Updated 3 years ago
- Recyclable Gaussian Processes☆11Dec 8, 2022Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆75Aug 1, 2021Updated 4 years ago
- Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes☆13Oct 30, 2024Updated last year
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- Library for stochastic process simulation☆14May 22, 2023Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Quant finance scripts☆15Apr 13, 2025Updated last year
- Distributed lock backed by Dynamodb☆11Dec 7, 2023Updated 2 years ago
- ☆27Aug 8, 2025Updated 10 months ago
- DifferentialEquations.jl with PyTorch☆11Oct 12, 2022Updated 3 years ago
- Retrieve all birthdays from Facebook using Python☆10Nov 7, 2020Updated 5 years ago
- Price options analytically given stock price characteristic function☆16Nov 4, 2015Updated 10 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Mar 19, 2017Updated 9 years ago
- This is a sample implementation of "Robust Graph Convolutional Networks Against Adversarial Attacks", KDD 2019.☆10Dec 8, 2020Updated 5 years ago
- ☆24Oct 21, 2024Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Adaptive Activation Network and Functional Regularization for Efficient and Flexible Deep Multi-Task Learning☆17Feb 25, 2020Updated 6 years ago
- Short-Term Probabilistic Load Forecasting at Low Aggregation Levels Using Convolutional Neural Networks☆10Sep 19, 2019Updated 6 years ago
- Code for the paper Multi-task Causal Learning with Gaussian Processes (https://arxiv.org/pdf/2009.12821.pdf)☆13Oct 17, 2020Updated 5 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- An xVA quantitative library written in python using tensorflow☆19Jun 8, 2026Updated last week
- ☆16Jul 13, 2022Updated 3 years ago
- Mutual information estimators and benchmarks☆14May 19, 2026Updated 3 weeks ago