Alternatives and similar repositories for GPLVMsInFinance:

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

• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 4 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆42Updated 2 years ago
• 0zean / MARS-Time-Series
  Multivariate Adaptive Regression Splines for Time Series Prediction
  ☆18Updated last year
• BorjaGomezSolorzano / deep-trader
  Deep Reinforcement Learning applied to trading
  ☆15Updated 6 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆26Updated 4 years ago
• alan-turing-institute / bocpdms
  ☆32Updated 6 years ago
• jayzern / bayesian-online-changepoint-detection-for-multivariate-point-processes
  Implementation of Log Gaussian Cox Process in Python for Changepoint Detection using GPFlow
  ☆31Updated last year
• jmarecek / OnlineLDS
  Source code for the AAAI 2019 paper "On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters" (https://arx…
  ☆19Updated 4 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• mfrdixon / GP-CVA
  ☆13Updated 5 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆15Updated 6 years ago
• johnnyp2587 / transfer-learning
  Implementation of transfer learning based with autoencoder architecture
  ☆17Updated 4 years ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 3 years ago
• freddiev4 / financial-ts-prediction-with-deeplearning
  (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"
  ☆15Updated 7 years ago
• alan-turing-institute / rbocpdms
  Robust bayesian online changepoint detection with model selection
  ☆23Updated 6 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 6 months ago
• bayesiancointegration / python
  Python code for Bayesian Conditional Cointegration
  ☆17Updated 7 years ago
• ChadFulton / pymar
  Markov Switching Models for Statsmodels
  ☆22Updated 8 years ago
• sjblim / rnf-ijcnn-2020
  Recurrent Neural Filters for Time Series Prediction
  ☆24Updated 4 years ago
• sinusgamma / probabilistic_wavenet_fx
  Probabilistic and Directional Relu Wavenet with forex and economic news data
  ☆25Updated 4 years ago
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 4 years ago
• 3catz / deeplearning_timeseries
  Deep Learning + Time Series Analysis
  ☆27Updated 5 years ago
• d3sm0 / ntsa
  Neural Time Series Analysis
  ☆14Updated 2 years ago
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 3 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year
• pmorenoz / HierCPD
  Hierarchical Change-Point Detection
  ☆14Updated 6 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆23Updated 7 years ago
• wgurecky / StarVine
  Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.
  ☆15Updated 4 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆41Updated 4 years ago