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 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:
- Notes on Advances in Financial Machine Learning by Marcos Lopez de Prado☆25Jan 26, 2020Updated 6 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆124Nov 17, 2022Updated 3 years ago
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 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
- 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.
- The Incredible TensorFlow 2: a curated list of tutorials, papers, projects, communities and more relating to TensorFlow 2.☆30Oct 3, 2019Updated 6 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 6 years ago
- 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
- Log-periodic power laws for critical phenomena☆15Nov 22, 2018Updated 7 years ago
- Interoperability between Polars and Clickhouse☆14Feb 26, 2025Updated last year
- ☆15Oct 7, 2019Updated 6 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
- 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
- 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.
- ☆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
- ☆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
- OrdianlEntroPy is a Python 3 package providing several time efficient, ordinal pattern based entropy algorithms for computing the complex…☆11Feb 26, 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
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Event-driven Algorithmic Trading For Python☆25Apr 7, 2019Updated 7 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☆12May 18, 2020Updated 6 years ago
- Fast Combinatorial Cross Validation☆20May 24, 2021Updated 5 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆50Jun 20, 2018Updated 8 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
- ☆75Mar 28, 2022Updated 4 years ago
- a catch-all repo☆11Dec 28, 2023Updated 2 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.
- ☆198May 13, 2020Updated 6 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 Pure Python telegram-cli Interface☆11Jun 27, 2015Updated 11 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
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Feb 2, 2019Updated 7 years ago
- My recipes for doing continuous wavelet and biwavelet analysis.☆13Feb 4, 2022Updated 4 years ago
- Polars plugin for 256-bit (U256 and signed I256) integers backed by ruint☆14Oct 2, 2025Updated 11 months ago