simaki

Results 5 repositories owned by simaki

cointanalysis

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Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.

epymetheus

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Moved Permanently: https://github.com/epymetheus/epymetheus

fracdiff

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Moved Permanently: https://github.com/fracdiff/fracdiff

pandas-estat

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政府統計総合窓口 e-Stat のデータを Pandas DataFrame 形式で取得します。従来は API にリクエストを送り出力をパースする煩瑣な作業が必要でしたが、関数一発で DataFrame を取得できます。

translob

15
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PyTorch implementation of TransLOB - Transformer-based deep learning architecture for predicting price movements from limit order books.