Python versions of nearest correlation matrix algorithms
☆40Jan 16, 2019Updated 7 years ago
Alternatives and similar repositories for nearest_correlation
Users that are interested in nearest_correlation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Non-Linear Covariance Shrinkage☆15Jan 1, 2022Updated 4 years ago
- ☆10Jun 8, 2017Updated 8 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- A Q connection library for Python☆14Oct 30, 2014Updated 11 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆34Apr 8, 2026Updated last week
- Credit Default Swap Pricer☆20Aug 12, 2023Updated 2 years ago
- A framework for load forecasting, where seasonal cycles are removed from the input signal. A genetic algorithm is used to parameterize va…☆10Jul 24, 2020Updated 5 years ago
- Computer Science, Data Science and ML Fundamentals☆11May 30, 2025Updated 10 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Jul 6, 2023Updated 2 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Sphinx gallery site☆10Feb 1, 2023Updated 3 years ago
- dateroll makes working with 📅 dates less painful.☆12Apr 17, 2025Updated 11 months ago
- Cloud Optimized GeoTiff utility tools (create validate)☆11Sep 20, 2019Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆19Mar 5, 2023Updated 3 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Phase interpolation between Persistent Scatterer pixels☆12Aug 11, 2023Updated 2 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Q wrapper for the Interactive Brokers API☆17Jan 14, 2019Updated 7 years ago
- GeoHashTree library for storing and accessing multi-dimensional point clouds.☆14Feb 4, 2015Updated 11 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Pared down version of OSL images to run locally☆13Sep 20, 2024Updated last year
- ☆15Feb 16, 2023Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- ☆11Apr 25, 2025Updated 11 months ago
- ☆10Mar 16, 2022Updated 4 years ago
- Improved contact predictions using the recognition of protein like contact patterns.☆14May 18, 2018Updated 7 years ago
- This is a simple autoencoder to reconstruct pointcloud☆10May 31, 2018Updated 7 years ago
- Wrappers of Jerome Friedman's coordinate-descent Fortran implementation of lasso/elastic net regression from the R "glmnet" package.☆18Dec 18, 2014Updated 11 years ago
- MOVED TO CODEBERG. This is the source code for my personal site, built with Nēnē☆12Feb 2, 2026Updated 2 months ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆11Sep 17, 2024Updated last year
- Structural space exploration of AlphaFold DB☆12Oct 8, 2021Updated 4 years ago
- 2023 Kahramanmaraş earthquake sequence in Turkey: co-seismic displacement from SAR☆14May 29, 2025Updated 10 months ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Collection of Jane Street Puzzles that I have gone back to solve☆12Mar 1, 2026Updated last month
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- Sample code that shows how to forecast stock market volatility using a Kalman filter☆15Aug 17, 2023Updated 2 years ago