mtomic123

Pinned Repositories

• gluonts

  Probabilistic time series modeling in Python

  Language:Python4.6k77962753

• pytorch-forecasting

  Time series forecasting with PyTorch

  Language:Python3.9k41769612

• rrcf

  🌲 Implementation of the Robust Random Cut Forest algorithm for anomaly detection on streams

  Language:Python4961947112

• lightning

  Deep learning framework to train, deploy, and ship AI products Lightning fast.

  Language:Python25.3k2446.6k3.1k

• nelson_siegel_svensson

  Implementation of the Nelson-Siegel-Svensson interest rate curve model.

  Language:Python11111541

• vectorbt

  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

  Language:Python4.4k124450620

• Dynamic_Nelson_Siegel_Svensson_Kalman_Filter

  Python Package: Fitting and Forecasting the yield curve

  Language:Python34226

mtomic123's Repositories