tomrannosaurus's Stars
qingyuanzhao/bootsens
Bootstrapping sensitivity analysis
valeman/Transformers_And_LLM_Are_What_You_Dont_Need
The best repository showing why transformers might not be the answer for time series forecasting and showcasing the best SOTA non transformer models.
di-sukharev/opencommit
GPT wrapper for git — generate commit messages with an LLM in 1 sec — works best with Claude 3.5 — supports local models too
RyanFitzgerald/devportfolio
A lightweight, customizable single-page personal portfolio website template built with JavaScript and Sass
SreeramAnantharaman/IR-MSV-ACD
ichalkiad/ardlmidasdnn
This repository contains the code for the paper "Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors", by Ioannis Chalkiadakis, Prof. Gareth W. Peters and Dr. Matthew Ames.
FRBNY-TimeSeriesAnalysis/Nowcasting
Nowcasting
dhopp1-UNCTAD/nowcast_data_update
All files relating to the UNCTAD nowcasts
autogluon/autogluon-assistant
ML Assistant for Competitive Machine Learning
hjeglinton/RiskCD
ropensci/rix
Reproducible Data Science environments for R with Nix
openai/swarm
Educational framework exploring ergonomic, lightweight multi-agent orchestration. Managed by OpenAI Solution team.
academicpages/academicpages.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
YIXUANZ/resume.github.io
A modern static resume template and theme. Powered by Jekyll and GitHub pages.
crispgm/resume
A minimalist resume template for Jekyll and Hexo
sproogen/modern-resume-theme
A modern static resume template and theme. Powered by Jekyll and GitHub pages.
tomrannosaurus/vasc
vasc
DaoSword/Time-Series-Forecasting-and-Deep-Learning
Resources about time series forecasting and deep learning.
B-Deforce/multimix_tft
Contains code for "MultiMix TFT: A Multi-task Mixed-Frequency Framework with Temporal Fusion Transformers"
ddz16/TSFpaper
This repository contains a reading list of papers on Time Series Forecasting/Prediction (TSF) and Spatio-Temporal Forecasting/Prediction (STF). These papers are mainly categorized according to the type of model.
illidanlab/T-LSTM
Time-Aware LSTM
li-lab-mcgill/BiTimelyGPT
Code for the paper "Bidirectional Generative Pre-training for Improving Healthcare Time-series Representation Learning"
Laveine-v2/MODS206-DFM
Nowcasting and Dynamic Factor Models. The aim of this project is to use mixed-frequency models to evaluate and predict economic indicators more frequently (this field is called “Nowcasting”).
Zhang-Y-J/MF-SVAR
Policy Effectiveness on the Global COVID-19 Pandemic and Unemployment Outcomes: A Large Mixed Frequency Spatial Approach
ryancswallace/mf-var-nowcasting
Mixed Frequency VAR Nowcasting - based on Schorfheide and Song 2022
Giuliaeffe/GARCH-MIDAS-volatility-estimation
Estimating the impact of Covid-19 pandemic on volatility and Value-at-Risk of energy commodities markets through GARCH models on mixed-frequency data
mennosmit-dev/Nowcasting-GDP-using-a-nonlinear-mixed-frequency-factor-approach
This code executes an optimisation program to nowcasting GDP using factors obtained using kernel PCA. The hyperparameters of the Machine Learning model are tuned based on the last two comparable quarters for which GDP figures are unknown within the vintage data at a specific month in the quarter.
rAButters/mfss
Mixed Frequency State Space Toolbox for Matlab
nchak431/BMF
Bayesian mixed-frequency VAR
ankargren/mfbvar_replication
Replication files for the paper "A mixed-frequency Bayesian vector autoregression with a steady-state prior" by Ankargren, Unosson and Yang.