Alternatives and similar repositories for BONE

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

• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆83Updated 2 years ago
• kaaaylaaa / causality-based-trading
  ☆21Updated 11 months ago
• Victorletzelter / timeMCL
  Winner-takes-all for Multivariate Probabilistic Time Series Forecasting
  ☆52Updated 3 months ago
• datasig-ac-uk / esig
  esig python package
  ☆50Updated 11 months ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆95Updated last week
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated last year
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆83Updated 11 months ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆25Updated 2 years ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆54Updated 3 months ago
• microprediction / monteprediction_colab_examples
  Monte Carlo Submission Examples
  ☆17Updated last year
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• astrogilda / tsbootstrap
  tsbootstrap: generate bootstrapped time series samples in Python
  ☆85Updated 4 months ago
• cvxgrp / cov_pred_finance
  ☆68Updated 5 months ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆29Updated 2 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆16Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆54Updated 2 years ago
• AlessandroGnoatto / DeepBsdeSolverWithJumps
  Implementation of "A deep solver for BSDEs with jumps"
  ☆15Updated last year
• Sinbad-The-Sailor / Abacus
  Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…
  ☆22Updated last year
• mawicks / deep-volatility-models
  Volatility models for stock prices using deep learning and mixture models.
  ☆16Updated 3 years ago
• mfrdixon / GP-CVA
  ☆14Updated 6 years ago
• convexfi / fitHeavyTail
  Mean and Covariance Matrix Estimation under Heavy Tails
  ☆22Updated 2 years ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆59Updated last year
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆70Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆65Updated 3 years ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆49Updated 2 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 years ago
• RiskLabAI / Notebooks.py
  ☆24Updated this week
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆59Updated 3 years ago
• Pat-Laub / hawkesbook
  [Python Package] Code from 'The Elements of Hawkes Processes' Book
  ☆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