Code for the NeurIPS 2021 paper "Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes".
☆10Oct 27, 2021Updated 4 years ago
Alternatives and similar repositories for higherOrderKME
Users that are interested in higherOrderKME are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆39Jul 5, 2023Updated 2 years ago
- Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".☆22Sep 8, 2024Updated last year
- Stan-code for Markov-switching vector autoregressive models☆22Oct 4, 2020Updated 5 years ago
- ☆16Jul 9, 2022Updated 3 years ago
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆13Mar 19, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆23Mar 20, 2024Updated 2 years ago
- ☆30Aug 5, 2023Updated 2 years ago
- Research repo for reinforcement learning–based deep hedging of SPX & SPY options☆20Dec 8, 2025Updated 5 months ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆33Feb 13, 2024Updated 2 years ago
- ☆24Aug 4, 2023Updated 2 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- Martingale posterior neural networks for fast sequential decision making @ Neurips 2025☆25Nov 13, 2025Updated 6 months ago
- 量化投资学习资料整理：学界（行为金融、投资者情绪、常用程序函数，etc）；业界（公开资料整理，数据源，回测框架，卖方金工研报及复现，量化研究学习路线，etc）☆31Feb 29, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A protoc plugin that generates GraphQL execution code from Protocol Buffers☆43Apr 15, 2026Updated last month
- This is a read-only mirror of the CRAN R package repository. depmixS4 — Dependent Mixture Models - Hidden Markov Models of GLMs and Oth…☆12May 11, 2025Updated last year
- Code for: "Neural Controlled Differential Equations for Online Prediction Tasks"☆42Oct 19, 2022Updated 3 years ago
- A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.☆51Jun 6, 2025Updated 11 months ago
- Markov decision processes under model uncertainty☆18Jun 15, 2022Updated 3 years ago
- Forecasting extension for OpenBB Platform☆17Jul 19, 2024Updated last year
- Parallel Implementation of HMM on Multicore Platform☆27Feb 24, 2023Updated 3 years ago
- Signax: Signature computation in JAX☆37Updated this week
- Reproducibility code for MMD Aggregated Two-Sample Test, by Schrab, Kim, Albert, Laurent, Guedj and Gretton: https://arxiv.org/abs/2110.1…☆17May 31, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Codes for my thesis project: replicating and modifying quant GANs.☆18Aug 23, 2021Updated 4 years ago
- This is the source code for Learning Deep Kernels for Non-Parametric Two-Sample Tests (ICML2020).☆55Jun 21, 2021Updated 4 years ago
- Smart reproducible analytical pipeline inspection☆21Feb 13, 2026Updated 3 months ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆61Nov 4, 2025Updated 6 months ago
- ☆14Mar 4, 2022Updated 4 years ago
- OpenBB terminal system in a Docker container accessible via a web-browser.☆11Oct 31, 2022Updated 3 years ago
- OxiZ is a high-performance Satisfiability Modulo Theories (SMT) solver written entirely in Rust. This project is part of an initiative to…☆26Updated this week
- Website for Dynamic Programming TextBook☆153May 7, 2026Updated last week
- Kernels, the machine learning ones☆14Mar 6, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Time-Causal VAE☆21Nov 8, 2024Updated last year
- SIT (Signature-Informed Transformer For Asset Allocation)☆20Nov 26, 2025Updated 5 months ago
- Estimating high-order interactions in time series data of any dimension☆17Sep 5, 2025Updated 8 months ago
- Cross-platform Network Mapper.☆14Apr 4, 2026Updated last month
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 3 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Feb 5, 2019Updated 7 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆18Jan 30, 2025Updated last year