zeroknowledgediscovery / patternlyLinks
A tool for detecting anomalies in time series data
☆11Updated 3 years ago
Alternatives and similar repositories for patternly
Users that are interested in patternly are comparing it to the libraries listed below
Sorting:
- An R interface to the ITCH Protocol☆20Updated last year
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Updated 6 years ago
- Real Time Monitoring of Asset Markets with R☆33Updated 8 months ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Bayesian online change point detection and offline learning☆58Updated 6 years ago
- R package for high frequency time series data management☆66Updated 2 weeks ago
- R package for inference on the Sharpe ratio.☆20Updated last year
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 10 years ago
- Financial Engineering in R☆13Updated 4 years ago
- Easily source publicly available data on derivatives☆38Updated 4 years ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Updated last month
- Methods for Temporal Disaggregation and Interpolation of Time Series☆42Updated 3 months ago
- strand: A framework for investment strategy simulation☆24Updated last week
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- ☆17Updated 3 years ago
- Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions…☆17Updated last year
- Sparse estimation of large time series models☆32Updated 2 years ago
- Financial Market Building Blocks☆12Updated 4 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Updated last year
- Supporting data package for the Portfolio Optimization Book☆25Updated 11 months ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Updated 5 years ago
- Computational simulation framework for analyzing trading behavior in climate prediction markets☆23Updated 5 years ago
- Imputation of Financial Time Series with Missing Values and/or Outliers☆25Updated 4 years ago
- Mean and Covariance Matrix Estimation under Heavy Tails☆22Updated 2 years ago
- Design of Risk Parity Portfolios☆119Updated 3 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆38Updated last month
- R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis☆28Updated 9 years ago
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆13Updated 2 years ago
- Bindings for Nixtla's neuralforecast Library in R, specifically KANs, to use with {modeltime} package. Nixtla's KAN is called from R via …☆13Updated 6 months ago