PyRank

Decorrelation Python Packages

Python packages with the GitHub topic decorrelation. Sorted by monthly downloads, with stars and forks.
Xtley001
brain-decorrelator

7 pip-installable Python libraries for WorldQuant BRAIN alpha discovery, orthogonal decorrelation, and tri-factor meta-synthesis

155 2 0
Xtley001
brain-synthesis

7 pip-installable Python libraries for WorldQuant BRAIN alpha discovery, orthogonal decorrelation, and tri-factor meta-synthesis

154 2 0
okitouni
modeloss

Moment Decorrelation for constrained NN outputs with respect to protected attributes. (Decorrelated (flat), linear, quadratic, etc.)

30 2 0