Alternatives and similar repositories for BONE

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

• kaaaylaaa / causality-based-trading
  ☆22Updated last year
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆87Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆57Updated 3 years ago
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆83Updated 2 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆30Updated 2 years ago
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆25Updated 3 years ago
• MIMUW-RL / Unified-Long-Horizon-Time-Series-Benchmark
  Code for reproducing results from the paper "Unified Long Horizon Time Series Benchmark"
  ☆18Updated 2 months ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆101Updated last week
• datasig-ac-uk / esig
  esig python package
  ☆50Updated last year
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆27Updated 3 years ago
• cvxgrp / cov_pred_finance
  ☆70Updated 7 months ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 6 months ago
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆71Updated last year
• Mcompetitions / M6-methods
  Data, Benchmarks, and methods submitted to the M6 forecasting competition
  ☆129Updated last year
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 3 years ago
• astrogilda / tsbootstrap
  tsbootstrap: generate bootstrapped time series samples in Python
  ☆87Updated 7 months ago
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated 2 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• AlessandroGnoatto / DeepBsdeSolverWithJumps
  Implementation of "A deep solver for BSDEs with jumps"
  ☆15Updated last year
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆61Updated 3 years ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆47Updated last year
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆17Updated last year
• ajayarunachalam / Deep_XF
  Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…
  ☆118Updated 3 years ago
• MarcoGorelli / wound-ignite
  Prize-winning solution to the M6 Forecasting Competition
  ☆23Updated 3 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆135Updated last year
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆17Updated 2 years ago
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆38Updated 4 years ago
• RiskLabAI / Notebooks.py
  ☆25Updated 2 months ago
• Victorletzelter / timeMCL
  Winner-takes-all for Multivariate Probabilistic Time Series Forecasting
  ☆56Updated 5 months ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆44Updated 4 years ago