Alternatives and similar repositories for mkalgo

Users that are interested in mkalgo are comparing it to the libraries listed below

• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• astrogilda / tsbootstrap
  tsbootstrap: generate bootstrapped time series samples in Python
  ☆86Updated 5 months ago
• DidierRLopes / timeseries-cv
  Time-Series Cross-Validation Module
  ☆46Updated 4 years ago
• octoenergy / timeserio
  Better `keras` models for time series and beyond
  ☆61Updated last year
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆49Updated last year
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆30Updated 3 years ago
• microprediction / m6entry
  ☆20Updated 2 years ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆97Updated last week
• quantopian / bayesalpha
  Bayesian models to compute performance and uncertainty of returns and alpha.
  ☆112Updated 2 years ago
• StatMixedML / CatBoostLSS
  An extension of CatBoost to probabilistic modelling
  ☆147Updated 2 years ago
• egrillot / Exact-Hidden-Markov-Models
  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 …
  ☆12Updated 2 years ago
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated last year
• mcindoe / regimedetection
  ☆33Updated 2 years ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆59Updated last year
• AzulGarza / fforma
  Python package for Feature-based Forecast Model Averaging (FFORMA).
  ☆11Updated 2 years ago
• partofthething / ace
  Python package for performing the Alternating Conditional Expectation (ACE) regression
  ☆72Updated 2 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• nla-group / fABBA
  A Python library for the fast symbolic approximation of time series
  ☆49Updated this week
• shaypal5 / stationarizer
  Smart, automatic detection and stationarization of non-stationary time series data.
  ☆29Updated 3 years ago
• mawicks / deep-volatility-models
  Volatility models for stock prices using deep learning and mixture models.
  ☆16Updated 3 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 6 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• microprediction / timeseries-notebooks
  Hello world univariate examples for a variety of time series packages.
  ☆57Updated last year
• jessegrabowski / statespace-presentation
  Presentation materials for PyMC Statespace
  ☆25Updated last year
• 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
• rakshitha123 / WeeklyForecasting
  This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…
  ☆48Updated 3 years ago
• ahmed-mohamed-sn / ATgfe
  Automated Transparent Genetic Feature Engineering
  ☆22Updated 2 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago