structural-breaks

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quantfinlib / quantfinlib

Fundamental package for quantitative finance with Python.

simulation clustering cross-validation quantitative-finance feature-engineering algorithmic-trading stochastic-processes financial-markets backtesting market-microstructure synthetic-data structural-breaks

Updated Nov 12, 2025
Python

waddadaa / structural_break_detection

Star

25 structural break detection methods for univariate time series: XGBoost, Neural Networks, Ensembles, Reinforcement Learning, and Statistical approaches. Evaluated on cross-dataset generalization.

machine-learning time-series xgboost change-point-detection structural-breaks

Updated Jan 19, 2026
Python

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