JSzitas
Credit Quant Developer Interested in Optimization |Time Series Forecasting | Machine Learning | Trees
BarclaysPrague
Pinned Repositories
blaze
A C++17 implementation of ARIMA following R
categoryEncodings
Multiple methods to (quickly) encode factor variables, using data.table
fable.tbats
A fable wrapper for TBATS
gpvolatility
A highly experimental R implementation of https://proceedings.neurips.cc/paper/2014/file/a733fa9b25f33689e2adbe72199f0e62-Paper.pdf
neuralfables
Neural networks (and other highly questionable approaches) for time series forecasting via fable
nlsolver
Easy, header only nonlinear optimizers in C++17
panelWranglR
Common panel data wrangling tasks, with a data.table backend
postDoubleR
**DEPRECATED** Double Machine Learning as in Chernozhukov et al. (2018)
soothsayer
Automatic Time Series Forecasting and Ensembling via Meta-learning
JSzitas's Repositories
JSzitas/postDoubleR
**DEPRECATED** Double Machine Learning as in Chernozhukov et al. (2018)
JSzitas/panelWranglR
Common panel data wrangling tasks, with a data.table backend
JSzitas/c-tokenizer
tokenize c/c++ source code
JSzitas/devtools
Tools to make an R developer's life easier
JSzitas/ES_RNN
The repository contains current, slightly updated, version of ES_RNN - a hybrid Exponential Smoothing/Recurrent NN method that won M4 Forecasting Competition
JSzitas/ESRNN-GPU
PyTorch GPU implementation of the ES-RNN model for time series forecasting
JSzitas/ExchangeRates
Some data off Eurostat, in case I ever need this
JSzitas/finreportr
R package - Financial Data from U.S. Securities and Exchange Commission
JSzitas/fwht
An R based implementation of Fast Walsh Hadamard Transform, and a comparison to naive approaches
JSzitas/hellorust
Template R package with rust bindings
JSzitas/IsolationForest
Isolation Forests in R
JSzitas/lyapunov
Solve discrete time sylvester equation in R
JSzitas/mapa
MAPA package for R
JSzitas/MCvsQMC
A short comparison between pseudo random and low discrepancy sampling
JSzitas/recovery
A different approach to error recovery in R
JSzitas/regularized
JSzitas/RInno
How to install local shiny apps
JSzitas/rl
reinforcement learning fun
JSzitas/RvesterInBrno
A short rvest project I did when I was looking for housing.
JSzitas/typer
Something else