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.
☆57Oct 4, 2019Updated 6 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:
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 years ago
- PyTorch implementation comparison of old and new method of determining eigenvectors from eigenvalues.☆97Nov 3, 2021Updated 4 years ago
- Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)☆24Aug 19, 2020Updated 5 years ago
- The Incredible TensorFlow 2: a curated list of tutorials, papers, projects, communities and more relating to TensorFlow 2.☆30Oct 3, 2019Updated 6 years ago
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆22Feb 10, 2023Updated 3 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.
- Interoperability between Polars and Clickhouse☆14Feb 26, 2025Updated last year
- 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
- ☆26Mar 8, 2019Updated 7 years ago
- MFM workshop project☆15Jan 25, 2021Updated 5 years ago
- [Recurrent Weighted Average](https://arxiv.org/abs/1703.01253) [Jared Ostmeyer et.al, 2017] heavily based on https://gist.github.com/sham…☆10May 18, 2017Updated 9 years ago
- Sorting libraries for pyculib☆14Aug 22, 2018Updated 7 years ago
- ☆22Jun 20, 2018Updated 8 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
- ☆25Dec 12, 2023Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆42Jun 19, 2023Updated 3 years ago
- How to use topology to decode binary signals in high-noise regimes.☆18Sep 24, 2020Updated 5 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 3 years ago
- ☆10Nov 11, 2019Updated 6 years ago
- Tuning-Free Huber Regression☆14Mar 12, 2022Updated 4 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆237Jun 11, 2021Updated 5 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆11May 18, 2020Updated 6 years ago
- Welcome to the Applied Computational Fluid Dynamics (CFD) Tutorials repository. This repository contains a series of hands-on tutorials d…☆17Nov 10, 2024Updated last year
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- ☆21Jan 3, 2019Updated 7 years ago
- ☆75Mar 28, 2022Updated 4 years ago
- An autonomous cryptocurrency trading system. The system will be composed of a primary model evaluated by a secondary machine learning mod…☆12May 16, 2022Updated 4 years ago
- A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Num…☆307Nov 1, 2024Updated last year
- a catch-all repo☆11Dec 28, 2023Updated 2 years ago
- Robust bayesian online changepoint detection with model selection☆24Dec 1, 2018Updated 7 years ago
- R package for Adaptive Conformal Inference☆17Jun 13, 2024Updated 2 years ago
- A Pure Python telegram-cli Interface☆11Jun 27, 2015Updated 11 years ago
- A Python module to detect events in data☆64Jan 16, 2023Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆339Dec 16, 2023Updated 2 years ago
- Rhythm analysis toolkit in Python☆13Sep 29, 2023Updated 2 years ago
- Fast Combinatorial Cross Validation☆20May 24, 2021Updated 5 years ago
- Auto-generated API clients☆10Oct 12, 2021Updated 4 years ago
- ☆29Nov 23, 2019Updated 6 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Feb 2, 2019Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆135Nov 20, 2019Updated 6 years ago