201 Repositories
Python limit-order-book Libraries
pyhsmm - library for approximate unsupervised inference in Bayesian Hidden Markov Models (HMMs) and explicit-duration Hidden semi-Markov Models (HSMMs), focusing on the Bayesian Nonparametric extensions, the HDP-HMM and HDP-HSMM, mostly with weak-limit approximations.
Bayesian inference in HSMMs and HMMs This is a Python library for approximate unsupervised inference in Bayesian Hidden Markov Models (HMMs) and expli
527 Dec 4, 2022