rsnirwan / GPLVMsInFinanceLinks
Applications of Gaussian Process Latent Variable Models in Finance
☆11Updated 2 years ago
Alternatives and similar repositories for GPLVMsInFinance
Users that are interested in GPLVMsInFinance are comparing it to the libraries listed below
Sorting:
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Updated 3 years ago
- Multivariate Adaptive Regression Splines for Time Series Prediction☆18Updated last year
- ☆18Updated 4 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Robust bayesian online changepoint detection with model selection☆23Updated 6 years ago
- Python Copula Module☆43Updated 2 years ago
- 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
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 12 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- Probabilistic and Directional Relu Wavenet with forex and economic news data☆25Updated 5 years ago
- ☆32Updated 6 years ago
- ☆13Updated 5 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- reinforcement learning project for crypto portfolio management☆9Updated 7 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆16Updated 7 years ago
- finance☆43Updated 7 years ago
- Neural Time Series Analysis☆14Updated 2 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated 2 years ago
- A distributed method for fitting Laplacian regularized stratified models.☆25Updated 4 years ago
- Hierarchical Change-Point Detection☆14Updated 6 years ago
- Markov Switching Models for Statsmodels☆23Updated 8 years ago
- Python code for Bayesian Conditional Cointegration☆18Updated 8 years ago
- Large Deviations for volatility options☆13Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 4 years ago
- Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha☆27Updated 6 years ago
- Alpha model skeletons & examples☆12Updated last year
- Feature selection for maximizing expected cumulative reward☆30Updated 7 years ago
- ☆18Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆23Updated 2 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆12Updated 5 years ago