ryanholbrook / critical-transitionsLinks
Detecting critical transitions in financial networks with topological data analysis.
☆16Updated 6 years ago
Alternatives and similar repositories for critical-transitions
Users that are interested in critical-transitions are comparing it to the libraries listed below
Sorting:
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆23Updated 6 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Time series and Financial analysis in python☆14Updated 6 years ago
- FairPut - Machine Learning Fairness Framework with LightGBM — Explainability, Robustness, Fairness (by @firmai)☆72Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- ☆14Updated 6 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- Time-Series Cross-Validation Module☆46Updated 4 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 7 years ago
- Stochastic volatility models☆18Updated 7 years ago
- Files for Python Talk☆24Updated 9 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Updated 3 years ago
- Better `keras` models for time series and beyond☆61Updated 2 years ago
- Smart, automatic detection and stationarization of non-stationary time series data.☆29Updated 3 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 6 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- Compute set of important operations for HCTSA code☆27Updated 5 years ago
- Dynamic time series clustering via volatility change-points☆16Updated 6 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- L1 Trend Filtering☆19Updated last year
- 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 3 years ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- awesome-financial-networks☆39Updated 6 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆34Updated 4 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Collection of business analytics case studies that leverage data science methods to create business value (R and Python)☆12Updated 6 years ago