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Reliability engineering toolkit for Python - https://reliability.readthedocs.io/en/latest/
Created 2019-07-22
1,868 commits to master branch, last one 6 months ago
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
Created 2021-04-13
72 commits to master branch, last one about a year ago
Python+Rust implementation of the Probabilistic Principal Component Analysis model
Created 2022-11-24
89 commits to master branch, last one about a year ago
A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (201...
Created 2022-05-24
104 commits to master branch, last one about a month ago