leowyy / mcmc-importance-samplingLinks
Markov Chain Monte Carlo (MCMC) and importance sampling in the context of Bayesian linear regression
☆11Updated 7 years ago
Alternatives and similar repositories for mcmc-importance-sampling
Users that are interested in mcmc-importance-sampling are comparing it to the libraries listed below
Sorting:
- Collection of Monte Carlo (MC) and Markov Chain Monte Carlo (MCMC) algorithms applied on simple examples.☆383Updated 7 years ago
- Repo to supplement my tutorial on Monte Carlo Simulations and Importance Sampling☆75Updated 6 years ago
- Implementation of Markov Chain Monte Carlo in Python from scratch☆218Updated 5 years ago
- RNN based on Chandler Zuo's implementation of the paper: A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction☆18Updated last year
- Bayesian LSTM (Tensorflow)☆55Updated 2 years ago
- Python3 project applying Gaussian process regression for forecasting stock trends☆155Updated 7 years ago
- Bayesian neural network with Parallel Tempering MCMC for Stock Market Prediction☆41Updated 3 years ago
- Implementation of Accurate Online Support Vector Regression in Python.☆86Updated 6 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 7 years ago
- A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series☆72Updated 6 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- Prediction of continuous signals data and Web tracking data using dynamic Bayesian neural network. Compared with other network architectu…☆41Updated 6 years ago
- Approximate Dynamic Programming for Portfolio Selection Problem☆56Updated 2 years ago
- Library for stochastic process simulation☆14Updated 2 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆36Updated last year
- QRNN (Quantile Regression Neural Network) Keras version☆24Updated 4 years ago
- Experimental and exercising codes☆22Updated 7 years ago
- Lasso Quantile Regression☆31Updated 5 years ago
- 基於DA-RNN之DSTP-RNN論文試做(Ver1.0)☆77Updated 5 years ago
- Python copulas library for dependency modeling☆102Updated 4 years ago
- Implementation of RNN for Time Series prediction from the paper https://arxiv.org/abs/1704.02971☆59Updated 2 years ago
- Python package for canonical vine copula trees with mixed continuous and discrete marginals☆46Updated last year
- Online Change-point Detection Algorithm for Multi-Variate Data: Applications on Human/Robot Demonstrations.☆48Updated 8 years ago
- Bayesian Dynamic Linear Models for time-series analysis☆27Updated 3 years ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Updated 5 years ago
- Calculate predictive causality between time series using information-theoretic techniques☆102Updated 4 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Hierarchical Archimedean copulas for MATLAB and Octave☆16Updated 5 years ago
- Stock market prediction model ANN, SVM, SVR☆16Updated 7 years ago