gerdm / BONELinks
Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"
☆19Updated 2 months ago
Alternatives and similar repositories for BONE
Users that are interested in BONE are comparing it to the libraries listed below
Sorting:
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- Nonlinear Nonparametric Statistics☆89Updated last week
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆24Updated 3 years ago
- ☆21Updated 10 months ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 10 months ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆53Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆25Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆81Updated 9 months ago
- M6-Forecasting competition☆43Updated last year
- ☆67Updated 3 months ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- ☆22Updated 3 weeks ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆54Updated last month
- tsbootstrap: generate bootstrapped time series samples in Python☆81Updated 2 months ago
- LSTM neural networks for nowcasting economic data.☆70Updated last year
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆42Updated 8 months ago
- Implementation of "A deep solver for BSDEs with jumps"☆15Updated 10 months ago
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆118Updated 2 years ago
- Monte Carlo Submission Examples☆17Updated last year
- esig python package☆48Updated 9 months ago
- Winner-takes-all for Multivariate Probabilistic Time Series Forecasting☆49Updated last month
- Volatility models for stock prices using deep learning and mixture models.☆16Updated 3 years ago
- ☆14Updated last year
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆48Updated 2 years ago
- Modeling of intraday volatility and volume in financial markets☆15Updated 2 years ago
- A Python library for the fast symbolic approximation of time series☆46Updated 4 months ago
- Conformal Prediction for Time Series with Modern Hopfield Networks☆80Updated 4 months ago
- Generate synthetic time-series using generative adversarial networks. Functional end-to-end system for dataset generation, model registry…☆18Updated 3 years ago