zivmi

zivmi's Stars

• salimamoukou/ACPI

  Adaptive Conformal Prediction Intervals (ACPI) is a Python package that enhances the Predictive Intervals provided by the split conformal approach by employing a weighting strategy.

  Language:Jupyter Notebook272

• isgibbs/AdaptiveConformal

  Code for reproducing the main figures in https://arxiv.org/abs/2106.00170.

  Language:R83

• herbps10/AdaptiveConformal

  R package for Adaptive Conformal Inference

  Language:R122

• mzaffran/AdaptiveConformalPredictionsTimeSeries

  Language:Jupyter Notebook5910

• elephaint/pgbm

  Probabilistic Gradient Boosting Machines

  Language:Python14921

• v-buchkov/mlfcs

  Machine Learning for Finance and Complex Systems Project Repository

  1

• knrumsey/conforest

  Conformal random forests in R

  Language:R2

• donlapark/coverforest

  A simple and fast sklearn-compatible conformal predictions with random forests for both classification and regression tasks.

  Language:Jupyter Notebook424

• alexiosg/rmgarch

  Multivariate GARCH Models

  Language:R145

• tsmodels/tsmarch

  Feasible Multivariate GARCH Models

  Language:R6

• aangelopoulos/conformal-time-series

  Conformal prediction for time-series applications.

  Language:Jupyter Notebook1105

• rick12000/confopt

  A Library for Conformal Hyperparameter Tuning

  Language:Python292

• google/neural-tangents

  Fast and Easy Infinite Neural Networks in Python

  Language:Jupyter Notebook2.3k229

• superlinear-ai/conformal-tights

  👖 Conformal Tights adds conformal prediction of coherent quantiles and intervals to any scikit-learn regressor or Darts forecaster

  Language:Python1043

• ml-stat-Sustech/TorchCP

  A Python toolbox for conformal prediction research on deep learning models, using PyTorch.

  Language:Python35341

• ryantibs/conformal

  Tools for conformal inference in regression

  Language:R23652

• zillow/quantile-forest

  Quantile Regression Forests compatible with scikit-learn.

  Language:Python22730

• scikit-garden/scikit-garden

  A garden for scikit-learn compatible trees

  Language:Python28675

• dholzmueller/universal_double_descent

  Code to replicate figures and results in my paper "On the Universality of the Double Descent Peak in Ridgeless Regression"

  Language:Python4

• yromano/cqr

  Conformalized Quantile Regression

  Language:Jupyter Notebook26451

• paolo-vergo/conformal-fd

  Conformal inference prediction regions for Multiple Functional response regression

  Language:R42

• Mattiatore/Fractional-Differencing

  Vectorized implementation of fractional differencing

  Language:Jupyter Notebook63

• ritchieng/fractional_differencing_gpu

  Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-400x speed up over CPU implementation.

  Language:Jupyter Notebook5611

• philipperemy/fractional-differentiation-time-series

  As described in Advances of Machine Learning by Marcos Prado.

  Language:Python11947

• adamvvu/tsfracdiff

  Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.

  Language:Python204

• fracdiff/fracdiff

  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

  Language:Python31065

• Fabio-Rossi-Hub/Conformal-HFT

  Msc Thesis turned working paper on the applications of conformal prediction in an HFT setting for better model calibration and uncertainty quantification.

  Language:Python42

• cbailes/awesome-deep-trading

  List of awesome resources for machine learning-based algorithmic trading

  1.6k311

• valeman/awesome-conformal-prediction

  A professionally curated list of awesome Conformal Prediction videos, tutorials, books, papers, PhD and MSc theses, articles and open-source libraries.

  60751

• DaoSword/Time-Series-Forecasting-and-Deep-Learning

  Resources about time series forecasting and deep learning.

  63359