muriloapp

muriloapp's Stars

• wilsonfreitas/awesome-quant

  A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

  Language:Python19.4k716712.7k

• PacktPublishing/Machine-Learning-for-Algorithmic-Trading-Second-Edition

  Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

  Language:Jupyter Notebook2.1k11301.1k

• zshicode/Deep-Learning-Based-State-Estimation

  Incorporating Transformer and LSTM to Kalman Filter with EM algorithm

  Language:Python1482027

• DanielBok/copulae

  Multivariate data modelling with Copulas in Python

  Language:Jupyter Notebook14784627

• ambropo/VAR-Toolbox

  Ambrogio Cesa-Bianchi's VAR Toolbox

  Language:MATLAB1215686

• yangycpku/macro_ML

  Course Website on Macroeconomic Analysis with Machine Learning and Big Data

  1177059

• maximenc/pycop

  Python library for multivariate dependence modeling with Copulas

  Language:Python10831520

• bottama/Dynamic-Derivatives-Portfolio-Hedging

  Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

  Language:Python503012

• LeopoldoCatania/GAS

  GAS models

  Language:R34121411

• vruetten/GPFADS

  Gaussian Process Factor Analysis with Dynamical Structure

  Language:Python16106

• rasmusbergpalm/pytorch-lgssm

  A Linear Gaussian State Space Model (LGSSM) for pytorch, also known as a Linear Dynamical System (LDS)

  Language:Python1220

• cran/copula

  :exclamation: This is a read-only mirror of the CRAN R package repository. copula — Multivariate Dependence with Copulas. Homepage: https://copula.r-forge.r-project.org/, https://r-forge.r-project.org/projects/copula/, https://CRAN.r-project.org/package=copula Report bugs for this package: https://r-forge.r-project.o ...

  Language:R10608

• ptandeo/CEDA

  ¡CEDA! is a Python library for the Covariance Estimation in Data Assimilation.

  Language:Jupyter Notebook6114

• modestbayes/LFGP_NeurIPS

  Modeling dynamic functional connectivity with latent factor Gaussian processes

  Language:Jupyter Notebook5401

• FabianKaechele/Copula-Covariance-Estimation

  This repository contains the Python-Code for the paper: ****************

  Language:Python1100