xiterator / ASCMLinks
The codebase contains the implementation for the paper "An asset subset-constrained minimax optimization framework for online portfolio selection"
☆11Updated 8 months ago
Alternatives and similar repositories for ASCM
Users that are interested in ASCM are comparing it to the libraries listed below
Sorting:
- time-series☆16Updated last year
- A module for solving linear programming problems on Python.☆19Updated 2 years ago
- This is all my random garbage.☆26Updated 2 years ago
- Python wrapper for the Highcharts Maps data visualization library.☆13Updated 11 months ago
- ☆21Updated 5 years ago
- Example python spark machine learning on NYC taxi data☆9Updated 10 years ago
- Forecasting for knowable future events using Bayesian informative priors (forecasting with judgmental-adjustment).☆59Updated 3 years ago
- Scraping yahoo finance for all stock tickers / symbols☆11Updated last year
- obliquetree is an advanced decision tree implementation featuring oblique and axis-aligned splits, optimized performance.☆21Updated 2 weeks ago
- Python Implementation of Decay Replay Mining (DREAM)☆27Updated 2 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- PROUD is an open-source high-throughput distributed outlier detection engine for intense data streams that is implemented in Scala on top…☆12Updated 3 years ago
- Adversarial Generation of Extreme Samples☆77Updated last year
- A mirror of the Open Risk white paper collection☆10Updated 4 months ago
- Evolving Directed Acyclic Graph☆29Updated 2 years ago
- ☆10Updated 3 years ago
- Template to quickstart streaming analytics using Apache Kafka for ingestion, QuestDB for time-series storage and analytics, Grafana for n…☆94Updated 2 months ago
- Pricing European and American options with jump models using CUDA on the GPU☆12Updated 9 years ago
- Cliopatria is a comprehensive open-source geospatial dataset of worldwide states, political groups, events, and rulers from 3400BCE to 20…☆13Updated 6 months ago
- [VLDB 2022] Dash application for "Navigating the Labyrinth of Time Series Anomaly Detection"☆24Updated 2 years ago
- Notebooks, slides, and examples for "Streaming, cross-sectional data visualization in Jupyterlab with Perspective and Apache Arrow", my J…☆29Updated 4 years ago
- ☆39Updated last year
- Code for PCMCI-Ω algorithm from the NeurIPS'23 paper "Causal Discovery in Semi-Stationary Time Series"☆18Updated 9 months ago
- Collection of projects oriented around the computational finance domain.☆26Updated 6 years ago
- A D4M module for Python. D4M was developed in MATLAB by Dr Jeremy Kepner☆25Updated 9 months ago
- Python library for declarative, constrained, structured-output prediction.☆21Updated last year
- Compute set of important operations for HCTSA code☆26Updated 5 years ago
- Jupyter Notebooks for supplychainpy☆23Updated 8 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆20Updated last year
- IPython Notebook Servers in Docker Containers☆26Updated 9 years ago