Financial models (fynance.models)

Several financial models (deep learning, econometric, statistic etc.).

Some deep learning, econometric, statistic and/or financial models.

• Econometric models
  • Time series models
    • fynance.models.econometric_models.MA
    • fynance.models.econometric_models.ARMA
    • fynance.models.econometric_models.ARMA_GARCH
    • fynance.models.econometric_models.ARMAX_GARCH
  • Tools
    • fynance.models.econometric_models.get_parameters
• Neural network models
  • Neural networks
    • fynance.models.neural_network.BaseNeuralNet
      • fynance.models.neural_network.BaseNeuralNet.set_optimizer
      • fynance.models.neural_network.BaseNeuralNet.train_on
      • fynance.models.neural_network.BaseNeuralNet.predict
      • fynance.models.neural_network.BaseNeuralNet.set_data
      • fynance.models.neural_network.BaseNeuralNet.save_model
      • fynance.models.neural_network.BaseNeuralNet.load_model
    • fynance.models.neural_network.MultiLayerPerceptron
      • fynance.models.neural_network.MultiLayerPerceptron.set_optimizer
      • fynance.models.neural_network.MultiLayerPerceptron.train_on
      • fynance.models.neural_network.MultiLayerPerceptron.predict
      • fynance.models.neural_network.MultiLayerPerceptron.set_data
  • Recurrent neural networks
    • fynance.models.recurrent_neural_network.RecurrentNeuralNetwork
      • fynance.models.recurrent_neural_network.RecurrentNeuralNetwork.__call__
      • fynance.models.recurrent_neural_network.RecurrentNeuralNetwork.set_optimizer
      • fynance.models.recurrent_neural_network.RecurrentNeuralNetwork.train_on
      • fynance.models.recurrent_neural_network.RecurrentNeuralNetwork.predict
      • fynance.models.recurrent_neural_network.RecurrentNeuralNetwork.set_data
    • fynance.models.recurrent_neural_network.GatedRecurrentUnit
      • fynance.models.recurrent_neural_network.GatedRecurrentUnit.__call__
      • fynance.models.recurrent_neural_network.GatedRecurrentUnit.set_optimizer
      • fynance.models.recurrent_neural_network.GatedRecurrentUnit.train_on
      • fynance.models.recurrent_neural_network.GatedRecurrentUnit.predict
      • fynance.models.recurrent_neural_network.GatedRecurrentUnit.set_data
    • fynance.models.recurrent_neural_network.LongShortTermMemory
      • fynance.models.recurrent_neural_network.LongShortTermMemory.__call__
      • fynance.models.recurrent_neural_network.LongShortTermMemory.set_optimizer
      • fynance.models.recurrent_neural_network.LongShortTermMemory.train_on
      • fynance.models.recurrent_neural_network.LongShortTermMemory.predict
      • fynance.models.recurrent_neural_network.LongShortTermMemory.set_data
• Rolling models
  • fynance.models.rolling._RollingBasis
    • fynance.models.rolling._RollingBasis.__call__
    • fynance.models.rolling._RollingBasis.run
  • fynance.models.rolling.RollMultiLayerPerceptron
    • fynance.models.rolling.RollMultiLayerPerceptron.run
    • fynance.models.rolling.RollMultiLayerPerceptron.set_roll_period
    • fynance.models.rolling.RollMultiLayerPerceptron.sub_predict
    • fynance.models.rolling.RollMultiLayerPerceptron.save