Market-Regime-Identification-using-GMM-and-Markov-Regression

Identifying market regime through Gaussian Mixture Models and Markov Regression

Stars

8

Forks

1

Language

Jupyter Notebook

Last Updated

Oct 22, 2023

Similar Repos
Repo Language Stars Description Updated At
Python 112 Gaussian Mixture Regression Sep 03, 2022
Python 323 Gaussian mixture models in PyTorch. Oct 15, 2022
R 3 Missingness Aware Gaussian Mixture Models Apr 13, 2023
Julia 86 Large scale Gaussian Mixture Models May 21, 2023
Jupyter Notebook 8 ML Models from scratch in Python (Linear Regression, Polynomial Regression, Poisson Regression, Logistic Regression, Gaussian … Nov 16, 2021
Python 2 Learning Object Placements based on Gaussian Mixture Models Feb 15, 2022
C++ 3 Expectation-Maximization for Gaussian Mixture Models in VTK Dec 21, 2014
Jupyter Notebook 2 Gaussian mixture models EM algorithm written with pySpark. Mar 22, 2024
C++ 33 Biomechanically Constrained Point Cloud Registration Using Gaussian Mixture Models Mar 24, 2022
Matlab 13 Implemented Gaussian Mixture Models (GMM) for image color segmentation. Apr 16, 2023
Jupyter Notebook 27 Python notebooks for Optimal Transport between Gaussian Mixture Models Apr 26, 2023
R 2 Gaussian mixture models, k-means, mini-batch-kmeans and k-medoids clustering Aug 08, 2019
R 68 Gaussian mixture models, k-means, mini-batch-kmeans and k-medoids clustering Jun 03, 2022
R 2 Code for Markov Chain Regime Switching models including GARCH processes in the regimes Mar 11, 2023
MATLAB 42 Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models Mar 17, 2023
None 3 Auxiliary data files and IPython notebook for Detecting Genetic Copy Number with Gaussian Mixture Models: … Dec 19, 2014
Python 117 [NeurIPS 2022 Spotlight] GMMSeg: Gaussian Mixture based Generative Semantic Segmentation Models May 04, 2023
R 4 Demultiplexing oligo-barcoded scRNA-seq data using regression mixture models Oct 08, 2023
Matlab 237 Decision Trees, Random Forest, Dynamic Time Warping, Naive Bayes, KNN, Linear Regression, Logistic Regression, Mixture … Sep 05, 2022
R 2 R package for Gaussian and Student's t mixture vector autoregression analysis (also available through CRAN) Mar 31, 2023
Python 2 DS-UI: Dual-Supervised Mixture of Gaussian Mixture Models for Uncertainty Inference in Image Recognition (IEEE TIP … Jul 27, 2023
Python 2 Task Inference based meta-rl algorithm using Gaussian mixture models and gated Recurrent units (TIGR) Oct 25, 2021
Python 2 MeGaMix (Methods for Gaussian Mixture Models) is a python package for machine learning Jan 28, 2023
R 4 The code for fitting a mixture distribution to data and Gaussian Mixture Model (GMM) Nov 26, 2022
Jupyter Notebook 9 MNIST handwritten digits clustering using a Bernoulli Mixture Model and a Gaussian Mixture Model Oct 30, 2022
Python 115 PyTorch implementation of DeepGMR: Learning Latent Gaussian Mixture Models for Registration (ECCV 2020 spotlight) Apr 11, 2023
Matlab 2 My little toolbox for learning Gaussian Mixture Models with different inference methods in Matlab. Sep 02, 2023
MATLAB 40 multivariate Gaussian process regression and multivariate Student-t process regression Dec 26, 2022
Jupyter Notebook 3 Gaussian Process Regression and Classification on Graphs Oct 04, 2021
Python 131 :sound: :boy: :girl:Voice based gender recognition using Mel-frequency cepstrum coefficients (MFCC) and Gaussian mixture models … Apr 22, 2023
SQLPL 4 Identify predictive parameters for 28-day mortality using a genetic algorithm (GA) and Gaussian mixture models … Oct 10, 2021
Matlab 4 implementation of expectation maximization algorithm for gaussian mixture models and comparing it with non-parametric histogram … Nov 27, 2022
MATLAB 3 Hyperspectral Unmixing With Gaussian Mixture Model And Spatial Group Sparsity May 23, 2023
None 2 Hyperspectral Unmixing with Gaussian Mixture Model and Low-Rank Representation Mar 04, 2024
HTML 3 Gaussian Mixture Models for Robust Unsupervised Scanning-Electron Microscopy Image Segmentation of North Sea Chalk Jun 30, 2021
C++ 425 Fast and flexible Gaussian Process regression in Python Mar 23, 2023
Python 42 TensorFlow-based implementation of (Gaussian) Mixture Model and some other examples. May 06, 2022
Python 90 Gaussian mixture model for incomplete (missing or truncated) and noisy data Mar 14, 2023
Python 2 Tutorial presentation and code showing a semi-supervised Gaussian Mixture Model Aug 30, 2019
C 7 Coupled Dynamical Systems Execution for Position (master) - Orientation (slave) of end-effector encoded with Gaussian … Jul 31, 2021
C++ 2 Hidden Markov Models simulations and estimations Nov 17, 2018
Python 2 Compared the performance of Gaussian model, Mixture of Gaussian model, t-distribution, Mixture of t-distribution, Factor … Mar 22, 2024
Jupyter Notebook 3 Topic modeling methodology using natural language processing and unsupervised clustering techniques (K-means, Gaussian mixture models, … Nov 16, 2021
Jupyter Notebook 129 This is the code for "Gaussian Mixture Models - The Math of Intelligence (Week 7)" … Aug 02, 2022
Python 2 Identifying bugs with prediction models and static analysis Aug 16, 2021
HTML 4 Binomial and Beta-Binomial mixture models for counts data. May 08, 2022
C# 2 Fit and evaluate nonlinear regression models. May 03, 2023
Python 61 Safe Exploration with MPC and Gaussian process models Oct 04, 2022
R 10 Multivariate Gaussian Models for Genomic and Pedigree Data Dec 19, 2022
Python 33 Tools for estimating and analyzing Markov state models May 01, 2023