Reverse Dependencies of arch

The following projects have a declared dependency on arch:

• alpyen — Python based algo trading platform for IB.
• arbitragelab — ArbitrageLab is a collection of algorithms from the best academic journals and graduate-level textbooks, which focuses on the branch of statistical arbitrage known as pairs trading. We have extended the implementations to include the latest methods that trade a portfolio of n-assets (mean-reverting portfolios).
• AutoTS — Automated Time Series Forecasting
• azureml-automl-runtime — Contains the ML and non-Azure specific common code associated with running AutoML for public use.
• ConfigModel-MCMC — A tool for sampling networks from the Configuration model
• correlated-ts-ci — Estimate confidence intervals in means of correlated time series with a small number of effective samples (like molecular dynamics simulations). If your time series is long enough that the standard error levels off completely as a function of block length, then this method is overkill and simply using a block bootstrap sampling with a sufficiently large block length is probably sufficient.
• ewstools — Python package to compute early warning signals (EWS)
• forecast-combine — Automation of forecast models testing, combining and predicting
• frds — Financial Research Data Services
• hts-forecast — AUTO HIERARCHIAL TIME SERIES FORECASTING
• mc-simulation — A package for monte carlo simulations for time series
• mllibs — Simplifying Machine Learning
• muarch — Multiple Univariate ARCH modeling toolbox built on top of the ARCH package
• openbb-econometrics — Econometrics Toolkit for OpenBB
• openbb-nightly — OpenBB
• parametricGarch — Parametric Bootstrapping via the GARCH model
• proloaf — A Probabilistic Load Forecasting Project.
• pyinsurance — Tools to backtest and create your own portfolio insurance strategy
• pyriskmgmt — The pyriskmgmt package is designed to offer a straightforward but comprehensive platform for risk assessment, targeting the calculation of Value at Risk (VaR) and Expected Shortfall (ES) across various financial instruments. While providing a solid foundation, the package also allows for more specialized development to meet users' specific investment strategies and risk requirements.
• qf-lib — Quantitative Finance Library
• risk-mgm-pack — no summary
• Riskfolio-Lib — Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
• rliable — rliable: Reliable evaluation on reinforcement learning and machine learning benchmarks.
• spd-trading — Estimates the Risk Neutral Density and Historical Density of an underlying and suggests trading intervals based on the Pricing Kernel.
• stockdatamanager — A comprehensive library for financial analysis
• TimeSeriesTests — Simple time series tests normality, stationarity, integration and causality tests
• transmep — Transfer learning for Mutation Effect Prediction
• tsbootstrap — A Python package to generate bootstrapped time series
• tsf — A library to forecast timeseires data
• tsfeatures — Calculates various features from time series data.
• tsfracdiff — Efficient and easy to use fractional differentiation transformations for stationarizing time series data.
• tspymfe — Univariate time-series expansion for Pymfe package
• validmind — ValidMind Developer Framework
• varfxi — Volatility based estimation for FX interventions
• VaRpy — Tools to backtest your VaR metric
• vartests — Statistic tests for Value at Risk (VaR) Models.
• vus — Volume Under the Surface