Alternatives and similar repositories for kalmantv

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

• wilsonfreitas / AFML
  Code implementations of my studies on the book Advances in Financial Machine Learning
  ☆12Updated 5 years ago
• cvxgrp / cov_pred_finance
  ☆65Updated 2 weeks ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆29Updated 3 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆61Updated 2 years ago
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• dthomakos / Prognostikon-Code
  Publicly available Python and Gretl code from posts at my blog Prognostikon
  ☆8Updated last month
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 3 years ago
• nathanramoscfa / pyfinlab-legacy
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• microprediction / mkalgo
  Mueen-Keogh Algorithm for finding timeseries motifs
  ☆21Updated 4 years ago
• tschm / TinyCTA
  Underlying package for the 10-line cta
  ☆12Updated this week
• 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
• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆29Updated last year
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆44Updated last year
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆13Updated last week
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 8 months ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆15Updated 2 years ago
• Quiota / tensorflow
  ☆10Updated 8 years ago
• yedrek / shrinkage
  Python library for shrinkage cleaning of large correlation matrices.
  ☆14Updated last year
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆45Updated last week
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 3 years ago
• gsalaz98 / cinnamon_roll
  Limit Orderbook Replay/Analysis Library
  ☆9Updated 6 years ago
• WLM1ke / LedoitWolf
  Ledoit-Wolf covariance matrix estimator of stock returns
  ☆43Updated 5 years ago
• KarelZe / tclf
  A scikit-learn compatible classifier to perform trade classification in Python.
  ☆19Updated this week
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆23Updated 7 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆22Updated 2 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆57Updated last year
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆58Updated 2 years ago