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GitHub / AlexIoannides / pymc-stochastic-process
Bayesian Inference and parameter estimation in quant finance.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AlexIoannides%2Fpymc-stochastic-process
Stars: 41
Forks: 11
Open Issues: 0
License: None
Language: Jupyter Notebook
Repo Size: 449 KB
Dependencies:
71
Created: over 5 years ago
Updated: 2 months ago
Last pushed: about 5 years ago
Last synced: about 1 month ago
Topics: bayesian-inference, probabilistic-programming, pymc3, python, quantitative-finance, risk-modelling, stochastic-processes
Files
Dependencies
- appnope ==0.1.0 develop
- backcall ==0.1.0 develop
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- ipython ==7.2.0 develop
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- nbconvert ==5.4.0 develop
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- notebook ==5.7.4 develop
- pandocfilters ==1.4.2 develop
- parso ==0.3.1 develop
- pexpect ==4.6.0 develop
- pickleshare ==0.7.5 develop
- prometheus-client ==0.5.0 develop
- prompt-toolkit ==2.0.7 develop
- ptyprocess ==0.6.0 develop
- pycodestyle ==2.4.0 develop
- pyflakes ==2.0.0 develop
- pygments ==2.3.1 develop
- python-dateutil ==2.7.5 develop
- pyzmq ==17.1.2 develop
- send2trash ==1.5.0 develop
- six ==1.12.0 develop
- terminado ==0.8.1 develop
- testpath ==0.4.2 develop
- tornado ==5.1.1 develop
- traitlets ==4.3.2 develop
- wcwidth ==0.1.7 develop
- webencodings ==0.5.1 develop
- arviz ==0.3.1
- cftime ==1.0.3.4
- cycler ==0.10.0
- h5py ==2.9.0
- joblib ==0.13.0
- kiwisolver ==1.0.1
- matplotlib ==3.0.2
- netcdf4 ==1.4.2
- numpy ==1.15.4
- pandas ==0.23.4
- patsy ==0.5.1
- pymc3 ==3.5
- pyparsing ==2.3.0
- python-dateutil ==2.7.5
- pytz ==2018.7
- scipy ==1.2.0
- seaborn ==0.9.0
- six ==1.12.0
- theano ==1.0.3
- tqdm ==4.28.1
- xarray ==0.11.0