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arch

ARCH models in Python

azure-kusto-python

Kusto client libraries for Python

bpttv-lax

backpropagation through the void - pytorch implementation

continuous-time-flow-process

PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)

corona-data-plot

Playing and visualizing corona data

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

jax

Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more

mushroom-rl

Python library for Reinforcement Learning.

numpy

The fundamental package for scientific computing with Python.

pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

py_vollib_vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

pyfolio

Portfolio and risk analytics in Python

pystan

PyStan, a Python interface to Stan, a platform for statistical modeling. Documentation: https://pystan.readthedocs.io

pytr

Unoffical Python Interface for the Trade Republic API

reinforce

score function estimator (REINFORCE) for gym environments

rl-adventure-2

PyTorch0.4 implementation of: actor critic / proximal policy optimization / acer / ddpg / twin dueling ddpg / soft actor critic / generative adversarial imitation learning / hindsight experience replay

rl_algorithms

Implementation of PPO and Augmented Random Search

rlkit

Collection of reinforcement learning algorithms

sds

A toolbox for inference of switching systems for control

ssm

Bayesian learning and inference for state space models

thlautenschlaeger.github.io

twitter-text-sentiment

This repository provides a small tool/script to perform sentiment analysis on tweets given a hashtag

vbgmm

Variational Inference on Gaussian Mixture Models