Random Forest-based "Correlation" measures
☆15May 3, 2022Updated 4 years ago
Alternatives and similar repositories for rfcorr
Users that are interested in rfcorr are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Oct 13, 2022Updated 3 years ago
- Python library for shrinkage cleaning of large correlation matrices.☆14Mar 7, 2024Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- ☆13May 27, 2023Updated 2 years ago
- ☆17Jan 10, 2022Updated 4 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.
- Python Code used in publications, for archival purposes only☆20Apr 28, 2023Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Jul 6, 2023Updated 2 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- An opensource TAR framework for experiments and applications☆18Mar 18, 2024Updated 2 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 3 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆127Oct 13, 2025Updated 7 months ago
- ☆28Apr 17, 2023Updated 3 years ago
- 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
- ☆71Jun 13, 2025Updated 11 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- World beating online covariance and portfolio construction.☆323Oct 13, 2025Updated 7 months ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆24Jul 17, 2022Updated 3 years ago
- An algorithmic trading framework for pydata.☆14Apr 2, 2023Updated 3 years ago
- Multivariate time-series forecasting on stock market data using a transformer neural network☆12Jan 10, 2023Updated 3 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆63Jul 5, 2022Updated 3 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆16Mar 12, 2019Updated 7 years ago
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 6 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆160Dec 14, 2022Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆24Dec 7, 2022Updated 3 years ago
- A moment-free estimator of the Sharpe (signal-to-noise) ratio.☆12Dec 27, 2022Updated 3 years ago
- Factor Expression + Historical Data = Factor Values☆30Jan 23, 2024Updated 2 years ago
- NitroFE is a Python feature engineering engine which provides a variety of modules designed to internally save past dependent values for …☆109May 4, 2022Updated 4 years ago
- My replication of financial papers.☆21Aug 2, 2018Updated 7 years ago
- Instrumented Principal Components Analysis☆262Aug 15, 2022Updated 3 years ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆11Jul 6, 2023Updated 2 years ago
- This Python package implements algorithms for multiviews (multimodals) learning☆13Sep 26, 2024Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 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.
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- Functions and helpers for ML☆12Dec 22, 2015Updated 10 years ago
- ☆28Aug 26, 2024Updated last year
- A python package for time series forecasting with scikit-learn estimators.☆163Apr 4, 2024Updated 2 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 7 years ago
- Quant finance scripts☆15Apr 13, 2025Updated last year