MarcosCarreira

MarcosCarreira's Stars

• jgatheral/RoughVolatilityWorkshop

  QuantMinds Rough Volatility Workshop lectures

  Language:Jupyter Notebook172

• BBieganowski/pymicrostructure

  Language:Jupyter Notebook447

• matheusfacure/python-causality-handbook

  Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and causality.

  Language:Jupyter Notebook2.8k483

• peleg-lab/firefly-sequence-evolution

  1

• sydx/oxford_msc_stochastic_filtering_and_mcmc

  Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency trading environment

  Language:Python211

• ArturSepp/QuantInvestStrats

  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

  Language:Jupyter Notebook18723

• saadlabyad/aslsd

  Parametric estimation of multivariate Hawkes processes with general kernels.

  Language:Python132

• KindXiaoming/pykan

  Kolmogorov Arnold Networks

  Language:Jupyter Notebook15.1k1.4k

• jungtaekkim/bayeso

  Simple, but essential Bayesian optimization package

  Language:Python939

• disentcorp/dateroll

  dateroll makes working with 📅 dates less painful.

  Language:Python121

• kaiboy05/fbm

  Fractional Brownian Motion package

  Language:Jupyter Notebook101

• KarelZe/tclf

  A scikit-learn compatible classifier to perform trade classification in Python.

  Language:Python161

• vicaws/arbitragerepair

  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

  Language:Jupyter Notebook11224

• PyFE/PyFENG

  Python Financial ENGineering (PyFENG package in PyPI.org)

  Language:Python15372

• cunnane/xloil

  xlOil provides framework for interacting with Excel in different programming languages (python & C++ currently)

  Language:C++13011

• jambo6/generalised-signature-method

  Code for: "A Generalised Signature Method for Time Series"

  Language:Python5910

• bazingagin/npc_gzip

  Code for Paper: “Low-Resource” Text Classification: A Parameter-Free Classification Method with Compressors

  Language:Python1.8k156

• patrick-kidger/signatory

  Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

  Language:C++26235

• kormilitzin/the-signature-method-in-machine-learning

  Foundations and Applications

  Language:HTML8914

• pafoster/path_signatures_introduction

  A Brief Introduction to Path Signatures for Machine Learning Practitioners

  Language:Jupyter Notebook4314

• veekaybee/what_are_embeddings

  A deep dive into embeddings starting from fundamentals

  Language:Jupyter Notebook97378

• QuantEcon/book-dp1-public-companion

  Dynamic Programming Volume 1

  Language:Julia11023

• PacktPublishing/Network-Science-with-Python-and-NetworkX-Quick-Start-Guide

  Network Science with Python and NetworkX Quick Start Guide, published by Packt

  Language:Jupyter Notebook13788

• kieranjwood/trading-momentum-transformer

  This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

  Language:Python473199

• google-deepmind/mctx

  Monte Carlo tree search in JAX

  Language:Python2.4k192

• rasbt/matplotlib-gallery

  Examples of matplotlib codes and plots

  Language:Jupyter Notebook1.2k303

• probml/dynamax

  State Space Models library in JAX

  Language:Python70181

• jupyterlab/jupyterlab-desktop

  JupyterLab desktop application, based on Electron.

  Language:TypeScript3.8k365

• AllenDowney/BayesianDecisionAnalysis

  Repository for a workshop on Bayesian Decision Analysis

  Language:Jupyter Notebook6818

• jmschrei/torchegranate

  A temporary repository hosting a pomegranate re-write using PyTorch as the backend.

  Language:Jupyter Notebook713