Alternatives and similar repositories for fractional_differencing_gpu

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

• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆121Updated 2 years ago
• Zymrael / wattnet-fx-trading
  WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series
  ☆73Updated 4 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• mcindoe / regimedetection
  ☆33Updated 2 years ago
• gylx / GTNRL-Trading
  ☆42Updated 3 years ago
• Gustrigos / Eigen-Portfolio
  Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …
  ☆73Updated 5 years ago
• hamaadshah / market_risk_gan_tensorflow
  Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.
  ☆93Updated 2 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• jsg71 / Deep-Hedging
  ☆149Updated 5 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆69Updated 4 years ago
• quantopian / bayesalpha
  Bayesian models to compute performance and uncertainty of returns and alpha.
  ☆110Updated 2 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆194Updated 5 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆128Updated 4 months ago
• sinusgamma / probabilistic_wavenet_fx
  Probabilistic and Directional Relu Wavenet with forex and economic news data
  ☆25Updated 5 years ago
• devisechain / Devise
  Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha
  ☆27Updated 6 years ago
• jwallbridge / translob
  Transformers for limit order books
  ☆114Updated 5 years ago
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆280Updated 3 years ago
• giotto-ai / stock-market-crashes
  How to detect stock market crashes with topology.
  ☆82Updated 4 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆140Updated 6 years ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆144Updated 2 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆56Updated 3 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 5 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 5 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago