simaki
Results
5
repositories owned by
simaki
cointanalysis
37
Stars
10
Forks
Watchers
Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.
epymetheus
21
Stars
5
Forks
Watchers
Moved Permanently: https://github.com/epymetheus/epymetheus
fracdiff
46
Stars
20
Forks
Watchers
Moved Permanently: https://github.com/fracdiff/fracdiff
pandas-estat
24
Stars
0
Forks
Watchers
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
Stars
9
Forks
Watchers
PyTorch implementation of TransLOB - Transformer-based deep learning architecture for predicting price movements from limit order books.