Alternatives and similar repositories for critical-transitions

Users that are interested in critical-transitions are comparing it to the libraries listed below

• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• DidierRLopes / timeseries-cv
  Time-Series Cross-Validation Module
  ☆45Updated 3 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆16Updated 6 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• firmai / ml-fairness-framework
  FairPut - Machine Learning Fairness Framework with LightGBM — Explainability, Robustness, Fairness (by @firmai)
  ☆71Updated 3 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 5 years ago
• firmai / python-for-finance
  ☆14Updated 6 years ago
• gautier-marti / awesome-financial-networks
  awesome-financial-networks
  ☆35Updated 6 years ago
• CaptorAB / openseries
  openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…
  ☆28Updated last week
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆44Updated 6 years ago
• t-vi / interesting-rates
  Economic models and things in Pytorch
  ☆21Updated 7 years ago
• octoenergy / timeserio
  Better `keras` models for time series and beyond
  ☆61Updated last year
• convexfi / fingraph
  Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
  ☆38Updated 2 years ago
• nckwhiteley / volatility-change-points
  Dynamic time series clustering via volatility change-points
  ☆16Updated 6 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆12Updated 7 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 8 months ago
• HananyTolba / makeprediction
  ☆13Updated 2 years ago
• johnnyp2587 / transfer-learning
  Implementation of transfer learning based with autoencoder architecture
  ☆17Updated 5 years ago
• egrillot / Exact-Hidden-Markov-Models
  The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …
  ☆12Updated 2 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• m1balcerak / financial_labels
  Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…
  ☆26Updated 2 years ago
• lucaskienast / NLP-on-10Ks-from-EDGAR-DB
  This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.
  ☆10Updated 3 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago