ptonner / pyFDALinks
Functional data analysis in python
☆12Updated 10 years ago
Alternatives and similar repositories for pyFDA
Users that are interested in pyFDA are comparing it to the libraries listed below
Sorting:
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Updated 3 years ago
- Python package for canonical vine copula trees with mixed continuous and discrete marginals☆49Updated last year
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Updated 3 years ago
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14Updated last year
- Python framework for inference in Hawkes processes.☆246Updated 2 years ago
- Topological Data Analysis of a Financial Time Series for insights from Landscapes for detecting Financial Crashes☆12Updated 7 years ago
- Markov Switching Models for Statsmodels☆24Updated 9 years ago
- ☆21Updated 7 years ago
- Non-Linear Covariance Shrinkage☆15Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 7 years ago
- Large Deviations for volatility options☆13Updated 6 years ago
- Foundations and Applications☆101Updated 5 years ago
- Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 201…☆121Updated 6 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆11Updated 8 years ago
- Python Copula Module☆43Updated 2 years ago
- Input Output Hidden Markov Model (IOHMM) in Python☆172Updated last year
- Calculate predictive causality between time series using information-theoretic techniques☆104Updated 4 years ago
- Python software for selective inference☆52Updated 2 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Updated 5 years ago
- Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation☆20Updated last year
- ☆10Updated 8 years ago
- ☆18Updated 5 years ago
- Information Theoretic Tools for Python☆95Updated 6 years ago
- fast parameter estimation for simpler Hawkes processes☆72Updated 3 years ago
- Regime-Switching Model☆20Updated 8 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 13 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆111Updated 10 years ago
- Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…☆80Updated 2 years ago