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Author:
Georgios Vakis
Summary:
Time-causal financial generative models: refactored TC-VAE baselines with causal VQ/RVQ tokenizers, token priors, S&P500/VIX, Hawkes/SVMHJD, multi-dimensional benchmarks, and path-risk diagnostics.
Latest version:
0.1.2
Required dependencies:
absl-py
|
joblib
|
matplotlib
|
ml-collections
|
neuralhedge
|
numpy
|
pandas
|
pot
|
psutil
|
pyyaml
|
scikit-learn
|
scipy
|
statsmodels
|
torch
|
tqdm
|
vector-quantize-pytorch
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