pierregm / scikits.timeseries-sandbox

Related projects ⓘ

Alternatives and complementary repositories for scikits.timeseries-sandbox

• cacoderquan / Predict-financial-recession
  The major goal of this project is to predict financial re- cession given the frequencies of the top 500 word stems in the reports of fina…
  ☆14Updated 9 years ago
• pbharrin / pyconometrics
  Python Econometrics toolbox, requires NumPy
  ☆27Updated 12 years ago
• mvaz / PyData2014-Berlin
  Networks meet Finance in Python - July 27 2014
  ☆23Updated 10 years ago
• yhilpisch / ipynb-docker
  IPython Notebook Servers in Docker Containers
  ☆27Updated 9 years ago
• croquelois / BlackScholesMC-TF
  BlackScholes Model, with Montecarlo implmented in python with TensorFlow
  ☆17Updated 8 years ago
• alan-turing-institute / xpandas
  Universal 1d/2d data containers with Transformers functionality for data analysis.
  ☆26Updated 2 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated 6 months ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆20Updated 7 years ago
• dedupeio / hcluster
  Hierarchical Clustering Algorithms
  ☆35Updated 2 years ago
• yhat / currency-portfolio-optimization
  Currency Portfolio Optimization - IPython notebook and data
  ☆25Updated 8 years ago
• ajtulloch / IntensityCreditModels
  Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
  ☆21Updated 11 years ago
• cmorgan / trading-with-python
  Git fork of https://code.google.com/p/trading-with-python/
  ☆21Updated 11 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated 8 months ago
• mllite / sklearn_explain
  Model explanation provides the ability to interpret the effect of the predictors on the composition of an individual score.
  ☆13Updated 3 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆14Updated 5 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 4 years ago
• tkralphs / FinancialModels
  A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.
  ☆27Updated 8 years ago
• twiecki / pydata_ninja
  The Path of the PyData Ninja
  ☆16Updated 9 years ago
• jbwhit / RebalanceAssetAllocation
  Brief python code to analyze asset allocation.
  ☆17Updated 10 years ago
• ChadFulton / pymar
  Markov Switching Models for Statsmodels
  ☆22Updated 8 years ago
• chlubba / op_importance
  Compute set of important operations for HCTSA code
  ☆25Updated 4 years ago
• Emaasit / long-range-extrapolation
  Capturing Structure Implicitly from Noisy Time-Series having Limited Data
  ☆0Updated 6 years ago
• TomAugspurger / Greene_Econometrics
  ☆16Updated 11 years ago
• erksubasi / AutoencoderCovShrinkage
  Presentation for QuantCon 2016
  ☆11Updated 8 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆37Updated 12 years ago
• xlwings / talks
  Material from presentations
  ☆13Updated 3 years ago
• joy13 / RandomForest
  Random Forest Learner to predict stock prices
  ☆11Updated 10 years ago
• chaaland / bloomberg-ml-course
  Solutions to machine learning HW from bloomberg ml course
  ☆12Updated 5 years ago
• dismalpy / dismalpy
  A collection of resources for quantitative economics in Python
  ☆13Updated 7 years ago
• rossb34 / Ranking
  Functions for various methods to rank assets
  ☆17Updated 11 years ago