☆37Jun 19, 2023Updated 2 years ago
Alternatives and similar repositories for regimedetection
Users that are interested in regimedetection are comparing it to the libraries listed below
Sorting:
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…☆17Nov 28, 2022Updated 3 years ago
- Python implementation for regime-dependent portfolio optimization☆15Oct 14, 2023Updated 2 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- ☆14Dec 8, 2022Updated 3 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- ☆10Jun 8, 2017Updated 8 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Oct 13, 2022Updated 3 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 2 years ago
- Regime-Switching Model☆20Nov 9, 2017Updated 8 years ago
- Python implementation for solving log-periodic power law formulae for stock price prediction☆22Apr 5, 2015Updated 10 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Jun 9, 2021Updated 4 years ago
- Weight Agnostic Neural Networks (in Python)☆18Jun 17, 2019Updated 6 years ago
- Financial Portfolio Optimization Algorithms☆60Jul 5, 2024Updated last year
- Reproducibility for Humans: A lightweight tool to perform reproducible machine learning experiment.☆24Apr 24, 2019Updated 6 years ago
- Scrape public ETF and Mutual Fund holdings information☆31Dec 22, 2024Updated last year
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Oct 4, 2019Updated 6 years ago
- ☆29Aug 5, 2023Updated 2 years ago
- Stock price forecasting stuff with BERT☆33Sep 23, 2020Updated 5 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆38Jul 5, 2023Updated 2 years ago
- An optimal trading trajectory solver.☆38Feb 2, 2022Updated 4 years ago
- 📈 Python package for trend detection on stock time series data 📉☆25Jun 25, 2021Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Jul 17, 2022Updated 3 years ago
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆297Jan 11, 2024Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆278Jun 27, 2021Updated 4 years ago
- ☆10Aug 10, 2021Updated 4 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆42Oct 22, 2023Updated 2 years ago
- This repo aims to share the core algorithms used in the paper, "Global labor flow network reveals the hierarchical organization and dynam…☆30Aug 2, 2019Updated 6 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Jun 28, 2022Updated 3 years ago
- Python Package: Fitting and Forecasting the yield curve☆39Feb 25, 2021Updated 5 years ago
- In this repository, I have mentioned all the time series analysis methods from statsmodels library to analyse and model time-series data.☆36Oct 10, 2022Updated 3 years ago
- World beating online covariance and portfolio construction.☆318Oct 13, 2025Updated 4 months ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- My recipes for doing continuous wavelet and biwavelet analysis.☆13Feb 4, 2022Updated 4 years ago
- Streamlit apps on Cloud Run with Identity-Aware Proxy (IAP).☆10Mar 5, 2022Updated 3 years ago
- A comprehensive Python and R-based toolkit for clustering and sorting electrophysiology data recorded using Intan RHD2132 chips. Original…☆10Updated this week