432 Open source projects that are alternatives of or similar to financial-ts-prediction-with-deeplearning

An open-source time-series SQL database optimized for fast ingest and complex queries. Packaged as a PostgreSQL extension.

A python multi-variate time series prediction library working with sklearn

Resources for working with time series and sequence data

A framework for historical volatility estimation and analysis.

Probabilistic time series modeling in Python

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.

CentOS based Docker container for Time Series Analysis and Modeling.

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Graph-based Knowledge Tracing: Modeling Student Proficiency Using Graph Neural Network

A flexible data historian based on InfluxDB, Grafana, MQTT and more. Free, open, simple.

Pairs trading strategy example based on Catalyst

Code used in the paper "Time Series Clustering via Community Detection in Networks"

📈 high level wrapper for parallel univariate time series forecasting 📉

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

#nontina, #paperhands,, #pwnzebotz, #tradezbyguille

A fast, scalable and light-weight C++ Fréchet distance library, exposed to python and focused on (k,l)-clustering of polygonal curves.

super-monorepo for machine learning and algorithmic trading

Stock data collection and analysis

Useful tools for periodicity analysis in time series data.

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

R interface to Brazilian Central Bank web services

KFAS: R Package for Exponential Family State Space Models

Occupancy detection of an office room from light, temperature, humidity and CO2 measurements

Particle filtering and sequential parameter inference in Python

[Implementation example] Attend and Diagnose: Clinical Time Series Analysis Using Attention Models

Real time sync from MongoDB into InfluxDB

Repository of KDD Cup, 2018.

A Pretrained BERT Model for Financial Communications. https://arxiv.org/abs/2006.08097

A Keras library for multi-step time-series forecasting.

This repository contains the implementations related to the experiments of a set of publicly available datasets that are used in the time series forecasting research space.

A repository for code accompanying the manuscript 'An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Series' (published at TNNLS)

MODIS Assimilation and Processing Engine

GPU-Accelerated Deep Learning for Time Series using Modeltime GluonTS (Learning Lab 53). Event sponsors: Saturn Cloud, NVIDIA, & Business Science.

Exponential Smoothing & Moving Average Models in Java

Code for "Deep Signature Transforms" (NeurIPS 2019)

📈 PyTorch dual-attention LSTM-autoencoder for multivariate Time Series 📈

Full Bayesian Inference for Hidden Markov Models

Time series competition data

Analyzes chronological patterns present in time-series data and provides human-readable descriptions

Investment portfolio and stocks analyzing tools for Python with free historical data

High-performance time series algorithms for Ruby

Deep Convolutional Bidirectional LSTM for Complex Activity Recognition with Missing Data. Human Activity Recognition Challenge. Springer SIST (2020)

A Python interface between Earth Engine and xarray for processing time series data

No description or website provided.

Remaining Useful Life (RUL) estimation of Lithium-ion batteries using deep LSTMs

SVG time-series charting library

Using Kalman Filter to Predict Corona Virus Spread

💹 Simple HTML Snippets to create Tickers / Charts of Cryptocurrencies with the TradingView API 💹

The official QuestDB website, database documentation and blog.

A GitHub repo for Quant Finance resources

ConvLSTM/ConvGRU (Encoder-Decoder) with PyTorch on Moving-MNIST

Barrage is an opinionated supervised deep learning tool built on top of TensorFlow 2.x designed to standardize and orchestrate the training and scoring of complicated models.

High-availability and horizontal scalability for InfluxDB

Forecasting 🇫🇷 elections with Bayesian statistics 🥳

Causal Discovery for Python. Translation and extension of the Tetrad Java code.

A data preprocessing package for time series data. Design for machine learning and deep learning.

Machine Learning Projects

A Julia implementation of basic tools for time series analysis compatible with incomplete data.

PyTorch implementation of MTAD-GAT (Multivariate Time-Series Anomaly Detection via Graph Attention Networks) by Zhao et. al (2020, https://arxiv.org/abs/2009.02040).