jimmyg1997 / NTUA-Multi-Criteria-Decision-AnalysisLinks
📈Multiple-Criteria Decision Analysis (MCDA) techniques enhanced with Deep Learning Techniques to solve a Securities Selection (Stocks) problem
☆20Updated 5 years ago
Alternatives and similar repositories for NTUA-Multi-Criteria-Decision-Analysis
Users that are interested in NTUA-Multi-Criteria-Decision-Analysis are comparing it to the libraries listed below
Sorting:
- Detection of favorable moments in time series data☆31Updated last year
- 📈Financial Markowitz Portfolio Optimization (Bonds, Stocks, Commodities), including classical Efficient Frontier, Utility Function etc.☆41Updated 4 years ago
- Python module for computing Symbolic Mutual Information and symbolic Transfer of Entropy☆14Updated 7 years ago
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆79Updated last year
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- A Python Wrapper for the Inform Information Analysis Library☆52Updated 5 years ago
- Time Alignment Measurement for Time Series☆29Updated 3 years ago
- Explorative multivariate statistics in Python☆81Updated 3 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
- pyHarmonySearch is a pure Python implementation of the harmony search (HS) global optimization algorithm.☆82Updated 2 years ago
- A Python library for time series subsequence search.☆48Updated last year
- Predicting option prices using Black-Scholes model and deep learning networks☆8Updated 5 years ago
- Python Implementation of Transfer Entropy Method☆26Updated 4 years ago
- This repository holds my paper implementations made for my studies and my content production☆35Updated 9 months ago
- A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time differ…☆32Updated 7 years ago
- Code associated with the paper 'Higher-order structure of multivariate time series' (https://www.nature.com/articles/s41567-022-01852-0)☆43Updated 9 months ago
- Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting☆22Updated last year
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Updated 6 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆20Updated last year
- Hidden Markov Model☆35Updated last year
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Example applications of path signatures☆40Updated 3 months ago
- A Cython Machine Learning library dedicated to Hidden Markov Models☆35Updated last year
- This code demonstrates a multi-branch deep neural network approach to tackling the problem of multivariate temporal sequence prediction b…☆13Updated 4 years ago
- Higuchi Fractal Dimension (HFD) for 1D(time) series☆49Updated last year
- Functional data analysis in python☆12Updated 9 years ago
- Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method☆37Updated 4 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 9 months ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆35Updated last year