Pinned Repositories
igorrivin's Repositories
igorrivin/rithmic
igorrivin/myumap
igorrivin/prophesy
prophetic files
igorrivin/pymssa
Python implementation of Multivariate Singular Spectrum Analysis (MSSA)
igorrivin/spacecurves
igorrivin/twed
Time warp edit distance
igorrivin/umap2
Our umap code
igorrivin/annoy
Approximate Nearest Neighbors in C++/Python optimized for memory usage and loading/saving to disk
igorrivin/bibliorepo
igorrivin/cryptoind
Crypto index
igorrivin/curvy
igorrivin/Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
igorrivin/Differences
igorrivin/documentation
Plotly's Documentation
igorrivin/fastpages
igorrivin/finance-hacks
general purpose hacks for financial data analysis
igorrivin/fracdiff
Python library to perform fractional differentiation of time-series, a la "Advances in Financial Machine Learning" by M. Prado.
igorrivin/futures
various futures work
igorrivin/juliagraphs
Various utility functions to work with filtrations in Julia
igorrivin/kellyjl
Optimization with Julia
igorrivin/KTBoost
A Python package which implements several boosting algorithms with different combinations of base learners, optimization algorithms, and loss functions.
igorrivin/m3l2_forking_lab
igorrivin/m4l1_managing_a_project
igorrivin/macro
igorrivin/Notices
igorrivin/pyknotid
A Python package for analysing knots and links, in space-curves or from standard topological notations
igorrivin/pytube
A lightweight, dependency-free Python library (and command-line utility) for downloading YouTube Videos.
igorrivin/robustcov
OGK robust covariance estimator
igorrivin/streamlit-example
Example Streamlit app that you can fork to test out share.streamlit.io
igorrivin/svm-pytorch
Linear SVM with PyTorch