Alternatives and similar repositories for gaussian-process-models-for-quantitative-finance

Users that are interested in gaussian-process-models-for-quantitative-finance are comparing it to the libraries listed below

• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆101Updated this week
• xqnwang / conformalForecast
  Methods and tools for multistep-ahead time series conformal prediction.
  ☆38Updated 4 months ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆48Updated last year
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆78Updated this week
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 4 years ago
• py-econometrics / jaxonometrics
  Econometrics on the GPU (and CPU) via JAX
  ☆17Updated 3 weeks ago
• jgreathouse9 / mlsynth
  This is the repository for the Python library mlsynth
  ☆37Updated last week
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆30Updated last week
• robjhyndman / fpp3_slides
  Slides to accompany Forecasting: Principles and Practice, 3rd edition
  ☆74Updated last year
• baptiste-meunier / Nowcasting_toolbox
  Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…
  ☆45Updated 3 weeks ago
• frankiethull / Practical-Guide-to-Applied-Conformal-Prediction-in-R
  Supplemental R Examples on Applied Conformal Prediction. These examples follow Practical Guide to Applied Conformal Prediction in Python,…
  ☆42Updated last year
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆102Updated 3 years ago
• KevinKotze / tsm
  Time Series Modelling
  ☆24Updated last week
• quantgirluk / Yield-Curves-Visual
  📈A dash app showing Interactive Visualisation of the Yield Curve UK and US
  ☆32Updated 2 months ago
• Techtonique / ahead_python
  Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)
  ☆13Updated last month
• FK83 / scoringRules
  scoring rules to evaluate probabilistic forecasts
  ☆63Updated 10 months ago
• msperlin / GARCH-RAC
  Repository for GARCH tutorial paper in RAC
  ☆31Updated 4 years ago
• robjhyndman / weird
  That's weird: Anomaly detection using R
  ☆42Updated 7 months ago
• yao-yl / hierarchical-stacking-code
  code and demo for hierarchical stacking paper
  ☆10Updated 4 years ago
• atsa-es / atsa
  Applied Time Series Analysis - course website repository.
  ☆18Updated 2 months ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆28Updated last month
• Akai01 / caretForecast
  Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms
  ☆25Updated 2 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆36Updated 5 years ago
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆53Updated last month
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆39Updated last month
• jstriaukas / midasml
  midasml package is dedicated to run predictive high-dimensional mixed data sampling models
  ☆41Updated last year
• risktoollib / RTL
  R package for commodities and finance analytics. Sister python package details below.
  ☆30Updated 3 weeks ago
• DavidAStephan / MARTIN
  RBA's MARTIN Macroeconometric Model of the Australian Economy
  ☆23Updated 4 years ago
• alexiosg / rmgarch
  Multivariate GARCH Models
  ☆14Updated 2 months ago
• ahaeusser / echos
  Echo State Networks for Time Series Forecasting
  ☆16Updated last month