Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-400x speed up over CPU implementation.
☆58Oct 4, 2019Updated 7 years ago
Alternatives and similar repositories for fractional_differencing_gpu
Users that are interested in fractional_differencing_gpu are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Notes on Advances in Financial Machine Learning by Marcos Lopez de Prado☆29Jan 26, 2020Updated 6 years ago
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆124Nov 17, 2022Updated 3 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 6 years ago
- ☆17Mar 5, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆16Jul 20, 2021Updated 5 years ago
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆22Feb 10, 2023Updated 3 years ago
- Log-periodic power laws for critical phenomena☆15Nov 22, 2018Updated 7 years ago
- Interoperability between Polars and Clickhouse☆14Feb 26, 2025Updated last year
- ☆22Jun 20, 2018Updated 8 years ago
- ☆15Oct 7, 2019Updated 7 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆28May 29, 2020Updated 6 years ago
- Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…☆17Nov 28, 2022Updated 3 years ago
- Wide Residual Networks implemented in TensorLayer and TensorFlow.☆44Oct 30, 2016Updated 10 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Modular Residual Networks implemented in TensorFlow. Easily change hyperparameters in a few lines.☆35Dec 16, 2016Updated 9 years ago
- How to use topology to decode binary signals in high-noise regimes.☆18Sep 24, 2020Updated 6 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆99Jan 1, 2021Updated 5 years ago
- Tuning-Free Huber Regression☆14Mar 12, 2022Updated 4 years ago
- PaloBoost is an overfitting-robust Gradient Boosting algorithm.☆16Dec 20, 2019Updated 6 years ago
- Depricated repo. Please refer to mlfinlab☆112Feb 21, 2020Updated 6 years ago
- ☆10Nov 11, 2019Updated 6 years ago
- Event-driven Algorithmic Trading For Python☆25Apr 7, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆21Jan 3, 2019Updated 7 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆241Jun 11, 2021Updated 5 years ago
- a catch-all repo☆11Dec 28, 2023Updated 2 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆50Jun 20, 2018Updated 8 years ago
- ☆13Nov 8, 2022Updated 3 years ago
- Price options by fitting a Lévy distribution☆10Jan 20, 2021Updated 5 years ago
- ☆29Nov 23, 2019Updated 6 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Composition experiments using MusicVAE☆13Dec 12, 2017Updated 8 years ago
- Python package to test for structural breaks at a specified date using the Chow Test.☆12Dec 17, 2024Updated last year
- A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Num…☆309Nov 1, 2024Updated 2 years ago
- Discrete periodic splines with vector coefficient☆12Oct 5, 2016Updated 10 years ago
- Robust bayesian online changepoint detection with model selection☆24Dec 1, 2018Updated 7 years ago
- ☆199May 13, 2020Updated 6 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29May 1, 2022Updated 4 years ago