roarkemc

MonteCarloMethodsInFinance

iversity course -- python implementation

QuantEcon.py

A community based Python library for quantitative economics

Stock-Prediction-Models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

TimeSeriesAnalysisWithPython

roarkemc/Stock-Prediction-Models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

roarkemc/TimeSeriesAnalysisWithPython

roarkemc/applied_metrics

A PhD course in Applied Econometrics and Panel Data

roarkemc/awesome-quant

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

roarkemc/Copulas

A library to model multivariate data using copulas.

roarkemc/DBDA-python

Doing Bayesian Data Analysis, 2nd Edition (Kruschke, 2015): Python/PyMC3 code

roarkemc/DScourseS20

ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2020)

roarkemc/enlopy

enlopy is an open source python library with methods to generate, process, analyze, and plot energy related timeseries.

roarkemc/gluon-ts

Probabilistic time series modeling in Python

roarkemc/GPflow

Gaussian processes in TensorFlow

roarkemc/mlfinlab

MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

roarkemc/OptimalPortfolio

An open source library for portfolio optimisation

roarkemc/pca-magic

PCA that iteratively replaces missing data

roarkemc/prefect

The Prefect Core automation engine

roarkemc/pycopula

Python copulas library for dependency modeling

roarkemc/pydlm

A python library for Bayesian time series modeling

roarkemc/pyflux

Open source time series library for Python

roarkemc/pymssa

Python implementation of Multivariate Singular Spectrum Analysis (MSSA)

roarkemc/python-patterns

A collection of design patterns/idioms in Python

roarkemc/research

Notebooks based on financial machine learning.

roarkemc/rethinking-numpyro

Statistical Rethinking (2nd ed.) with NumPyro

roarkemc/roarkemc

Config files for my GitHub profile.

roarkemc/sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

roarkemc/settings

Settings for various stuff

roarkemc/SFE

Quantnet: SFE quantlets

roarkemc/sktime

A scikit-learn compatible Python toolbox for learning with time series data

roarkemc/StatsWithJuliaBook

roarkemc/stochastic

Generate realizations of stochastic processes in python.

roarkemc/Turing.jl

A robust, efficient and modular library for general-purpose probabilistic programming

roarkemc/universal-portfolios

Collection of algorithms for online portfolio selection