giotto-ai / noise-to-signal
How to use topology to decode binary signals in high-noise regimes.
☆18Updated 4 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
- ☆10Updated 7 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆54Updated 2 years ago
- Implementation of transfer learning based with autoencoder architecture☆17Updated 4 years ago
- Dynamic lead/lag inference for time series☆16Updated 6 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Topological Data Analysis of a Financial Time Series for insights from Landscapes for detecting Financial Crashes☆11Updated 7 years ago
- ☆13Updated 5 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆23Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 6 months ago
- How to detect stock market crashes with topology.☆81Updated 3 years ago
- ☆18Updated 4 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆17Updated 6 years ago
- This aims to be a collection of tools for performing Bayesian parameter estimation and model selection on stochastic processes. The immed…☆11Updated 3 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆38Updated last year
- Mean and Covariance Matrix Estimation under Heavy Tails☆22Updated last year
- Large Deviations for volatility options☆13Updated 6 years ago
- ☆19Updated 6 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ☆18Updated 4 years ago
- ☆13Updated 2 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 4 months ago
- Economic models and things in Pytorch☆21Updated 7 years ago
- Machine Learning examples adapted from Hastie, Tibshirani, and Friedman book☆9Updated 7 years ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆27Updated 2 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆33Updated 3 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago