Library Request: cde - Githubissues

QuantConnect / Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

https://lean.io

Apache License 2.0

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Library Request: cde #7902

Closed AlexCatarino closed 5 months ago

AlexCatarino commented 7 months ago

Expected Behavior

cde implements various methods for conditional density estimation

Parametric neural network based methods
- Mixture Density Network (MDN)
- Kernel Mixture Network (KMN)
- Normalizing Flows (NF)
Nonparametric methods
- Conditional Kernel Density Estimation (CKDE)
- Neighborhood Kernel Density Estimation (NKDE)
Semiparametric methods
- Least Squares Conditional Density Estimation (LSKDE)

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Martin-Molinero commented 5 months ago

cde currently supports tensorflow<=1.7.0 and >=1.4 which is really old (2018) was last updated in 2019 & does not seem to be public, closing for now