Alternatives and similar repositories for generative-opt

Users that are interested in generative-opt are comparing it to the libraries listed below

• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 9 months ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• cvxgrp / cov_pred_finance
  ☆70Updated 7 months ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆86Updated last year
• mcindoe / regimedetection
  ☆34Updated 2 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated last month
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆145Updated 3 years ago
• stefan-jansen / synthetic-data-for-finance
  Material for QuantUniversity talk on Sythetic Data Generation for Finance.
  ☆124Updated 5 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• dream-faster / fold
  🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …
  ☆102Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆56Updated 3 years ago
• RiskLabAI / Notebooks.py
  ☆25Updated 2 months ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆59Updated last year
• mawicks / mvarch
  Multivariate Volatility Models (ARCH) for stock prices and other time series
  ☆21Updated last year
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆121Updated 3 months ago
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated 2 years ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆130Updated 5 years ago
• ajayarunachalam / Deep_XF
  Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…
  ☆118Updated 3 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
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 3 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆61Updated 3 years ago
• convexfi / fingraph
  Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
  ☆39Updated 2 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last year
• giotto-ai / stock-market-crashes
  How to detect stock market crashes with topology.
  ☆82Updated 4 years ago
• maxmekiska / imbrium
  Standard and Hybrid Deep Learning Multivariate-Multi-Step & Univariate-Multi-Step Time Series Forecasting.
  ☆61Updated last year
• tschm / cs
  my talk for credit suisse
  ☆41Updated this week