Alternatives and similar repositories for Diebold-Mariano-Test

Users that are interested in Diebold-Mariano-Test are comparing it to the libraries listed below

• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆107Updated 4 years ago
• srivastavaprashant / mgarch
  DCC-GARCH(1,1) for multivariate normal distribution.
  ☆62Updated 2 years ago
• maximenc / pycop
  Python library for multivariate dependence modeling with Copulas
  ☆115Updated last year
• sapphire921 / midas_pro
  Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)
  ☆67Updated 4 years ago
• Topaceminem / DCC-GARCH
  DCC GARCH modeling in Python
  ☆101Updated 5 years ago
• kdgutier / esrnn_torch
  ☆157Updated 4 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆159Updated 11 months ago
• Bturan19 / Neural-Garch-Hybrid-Model-Implementation
  By combining GARCH(1,1) and LSTM model implementing predictions.
  ☆58Updated 7 years ago
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆102Updated 5 years ago
• Buczman / CaviaR
  R code for CAViaR model
  ☆31Updated 4 years ago
• iankhr / armagarch
  ARMA-GARCH
  ☆103Updated 2 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆52Updated 5 years ago
• stakahashy / fingan
  The implementation of "modeling financial time-series with generative adversarial networks"
  ☆65Updated 2 years ago
• 18939739359 / copula-dcc-garch
  dynamic copula dcc garch estimate bank systematic risk
  ☆20Updated 4 years ago
• christophmark / fforma
  Python package for Feature-based Forecast Model Averaging (FFORMA).
  ☆28Updated 5 years ago
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆46Updated 11 months ago
• samluxenberg1 / Time-Series-Forecasting-with-Wavelets
  ☆51Updated 7 years ago
• duffau / RNN_GARCH
  Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model
  ☆72Updated 6 years ago
• DanielBok / muarch
  Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation
  ☆20Updated last year
• Mcompetitions / M6-methods
  Data, Benchmarks, and methods submitted to the M6 forecasting competition
  ☆129Updated last year
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated last year
• sydney-machine-learning / Bayesianneuralnet_stockmarket
  Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction
  ☆41Updated 4 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆135Updated last year
• alvaromc317 / asgl
  A regression solver for high dimensional penalized linear, quantile and logistic regression models'
  ☆92Updated 6 months ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆50Updated 5 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆78Updated 3 years ago
• PYFTS / pyFTS
  An open source library for Fuzzy Time Series in Python
  ☆280Updated last year
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆144Updated 4 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆42Updated 6 years ago
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆28Updated 6 years ago