Estimators and analysis for extreme value theory (EVT)
☆25May 30, 2021Updated 5 years ago
Alternatives and similar repositories for evt
Users that are interested in evt are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 5 years ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Jan 5, 2021Updated 5 years ago
- Estimate linear moments for statistical distribution functions☆38Feb 21, 2023Updated 3 years ago
- 使用极端值理论(Extreme Value Theory)实现阈值动态自动化设置☆97Dec 20, 2018Updated 7 years ago
- The purpose this project is to implement the Frank-Wolfe Algorithm for transportation network analysis. The next section summarizes the k…☆10Nov 10, 2016Updated 9 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Fast Combinatorial Cross Validation☆20May 24, 2021Updated 5 years ago
- python module for spatially explicit spectral analysis☆11Nov 20, 2019Updated 6 years ago
- A simple Telegram bot to render math equations in Telegram Rich Text☆17Jul 14, 2026Updated last month
- implement GANs and VAE using pytorch☆13Mar 14, 2018Updated 8 years ago
- TikZ/PGF package for manipulating soft paths, includes the knots and calligraphy TikZ libraries.☆26May 31, 2026Updated 3 months ago
- scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python☆44Apr 10, 2022Updated 4 years ago
- Spectral Alignment of Graphs☆11Mar 26, 2017Updated 9 years ago
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- A Python implementation of a polynomial library and Buchberger's Algorithm☆24Jun 22, 2020Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Mar 12, 2021Updated 5 years ago
- GAS models☆36Jun 11, 2021Updated 5 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆78Aug 1, 2021Updated 5 years ago
- Implementation of Peaks-over-Threshold algorithms, including POT, Stream POT (SPOT), and SPOT with Drift (DSPOT).☆74Feb 20, 2025Updated last year
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 3 years ago
- Online Service Function Chain Deployment for Live-Video virtualized Content Delivery Networks, a Deep Reinforcement Learning approach pap…☆10Nov 8, 2021Updated 4 years ago
- Python package for the conceptual design of breakwaters and hydraulic engineering☆22Oct 4, 2023Updated 2 years ago
- Pearson product-moment correlation coefficient☆13Dec 11, 2016Updated 9 years ago
- QF-based Hybrid DRL Portfolio Investment System☆14Aug 13, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- MD,LSTM-AE,VAE-MAD-GAN☆31Jun 7, 2021Updated 5 years ago
- Joint microservice deployment and request routing based on reinforcement learning.☆14Feb 5, 2026Updated 6 months ago
- Introduction to the MuJoCo Simulator Workshop, Spring 2025, N2E Robotics Club, Rutgers University–New Brunswick☆17Feb 21, 2025Updated last year
- ☆16Jul 17, 2020Updated 6 years ago
- Pairs Trading Strategy Implementation in C++☆21Jul 24, 2017Updated 9 years ago
- A LaTeX package to use amsthm with a key-value interface☆34Aug 9, 2026Updated 3 weeks ago
- "This book is for all of us who looked up at the sky in wonder, and then cried when we learned how much calculus separated us from the st…☆22Dec 27, 2019Updated 6 years ago
- Implementation of a variety of Value-at-Risk backtests☆43May 25, 2019Updated 7 years ago
- Solution in KDD Cup2021 Multi-dataset Time Series Anomaly Detection Competition☆10Jul 15, 2021Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Listed Volatility and Variance Derivatives (Wiley Finance)☆166Jan 4, 2022Updated 4 years ago
- Several maximum likelihood ICA algorithms, including Picard☆23Sep 13, 2017Updated 8 years ago
- Fourier-Bayesian estimation of stochastic volatility models☆17Sep 23, 2021Updated 4 years ago
- ☆14Jul 29, 2023Updated 3 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Oct 17, 2018Updated 7 years ago
- Python bindings for Aeron messaging.☆20Apr 25, 2022Updated 4 years ago
- Multi-scale Anomaly Detection on Attributed Networks☆14Dec 3, 2021Updated 4 years ago