Statlab
This Python 3.5+ allows to calculate all required statistical models including but not limited to: feature selection, risks calculation, volatility models, Monte Carlo simulations
Getting Started
This package will help you conduct exploratory data analysis, check data relationships, remove or replace empty values using numpy. Also this package implements various methods for calculating financial risks, simulating Monte Carlo based on stochastic differential equations, models like ARIMA and more.
Prerequisites
You need to have python installed and the following packages: numpy, scipy, statsmodels, pandas, minepy, bokeh, sklearn, catboost, tabulate.
Installing
To install this package you can run the following command
pip install statlab
Running the tests
In progress
Authors
License
This project is licensed under the MIT License - see the LICENSE.md file for details