Aghiii

Aghiii's Stars

• microprediction/precise

  World beating online covariance and portfolio construction.

  Language:Jupyter Notebook25842

• yromano/cqr

  Conformalized Quantile Regression

  Language:Jupyter Notebook24348

• smazzanti/mrmr

  mRMR (minimum-Redundancy-Maximum-Relevance) for automatic feature selection at scale.

  Language:Python52179

• goldmansachs/gs-quant

  Python toolkit for quantitative finance

  Language:Jupyter Notebook7.6k933

• luo-lorry/conformal-load-forecasting

  Language:Python122