giotto-ai / noise-to-signalLinks
How to use topology to decode binary signals in high-noise regimes.
☆18Updated 5 years ago
Alternatives and similar repositories for noise-to-signal
Users that are interested in noise-to-signal are comparing it to the libraries listed below
Sorting:
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Large Deviations for volatility options☆13Updated 6 years ago
- ☆14Updated 6 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Economic models and things in Pytorch☆21Updated 7 years ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆54Updated 2 months ago
- Iterated integral signature calculations☆109Updated 5 months ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆54Updated 2 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- ☆14Updated 2 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆58Updated 3 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆49Updated 2 years ago
- NYU Tandon Machine Learning and Finance Fall 2022☆11Updated 2 years ago
- Implementation of transfer learning based with autoencoder architecture☆17Updated 5 years ago
- A package for Shrinkage Estimation of Covariance Matrices☆29Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 11 months ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆55Updated 4 years ago
- stand alone Neural Additive Models, forked from google-reasearch for easy import to colab☆28Updated 5 years ago
- Talk Materials for "Convex Optimization for Finance"☆29Updated 2 years ago
- Foundations and Applications☆100Updated 5 years ago
- Mean and Covariance Matrix Estimation under Heavy Tails☆22Updated 2 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆11Updated 8 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Updated 3 years ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆28Updated 3 years ago
- esig python package☆49Updated 10 months ago
- ☆35Updated 6 years ago
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆80Updated 2 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated 2 years ago
- Trellis is a Python framework for research into deep hedging☆23Updated 4 years ago