Pinned Repositories
humpday
Elo ratings for global black box derivative-free optimizers
m6
M6-Forecasting competition
microprediction
If you can measure it, consider it predicted
mkalgo
Mueen-Keogh Algorithm for finding timeseries motifs
optimizer-elo-ratings
Assigns Elo Ratings to Python Global Optimizers
precise
World beating online covariance and portfolio construction.
timemachines
Predict time-series with one line of code.
timeseries-elo-ratings
Elo ratings for time-series forecasting packages
timeseries-notebooks
Hello world univariate examples for a variety of time series packages.
winning
Inference of relative ability from winning probabilities
microprediction's Repositories
microprediction/timemachines
Predict time-series with one line of code.
microprediction/microprediction
If you can measure it, consider it predicted
microprediction/precise
World beating online covariance and portfolio construction.
microprediction/timeseries-notebooks
Hello world univariate examples for a variety of time series packages.
microprediction/winning
Inference of relative ability from winning probabilities
microprediction/home
home page of sorts
microprediction/monteprediction_colab_examples
Monte Carlo Submission Examples
microprediction/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
microprediction/endersgame
DEPRECATED: See MidOne
microprediction/midone
MidOne Attackers
microprediction/randomcov
Generating random covariance matrices
microprediction/monteprediction
Monte Prediction Utilities
microprediction/csvsdataset
Dataset from multiple CSV files
microprediction/micromonte_colab_examples
Example colab notebooks to enter contest
microprediction/moment
MOMENT: A Family of Open Time-series Foundation Models
microprediction/monteprediction_portfolio_examples
microprediction/AOLForTimeSeries
Experiments for our paper "Adaptive Online Learning for Time Series Prediction".
microprediction/correlationbounds
Tiny utility for correlation bounds by brute force
microprediction/endersnotebooks
Enders Game Notebook Examples
microprediction/adia_causality_contest
microprediction/backtest
microprediction/endersdata
microprediction/endersriver
Enders Game utilities that involve the river package
microprediction/enderswidgets
microprediction/foundationalprediction
Resources for foundational models adapted to time-series and other prediction tasks
microprediction/midplot
microprediction/quickstarters
microprediction/river
🌊 Online machine learning in Python
microprediction/swarmprediction
Swarm prediction
microprediction/winningnotebooks
Notebook examples of using the winning package