zivmi's Stars
google/neural-tangents
Fast and Easy Infinite Neural Networks in Python
cbailes/awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
DaoSword/Time-Series-Forecasting-and-Deep-Learning
Resources about time series forecasting and deep learning.
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.
ml-stat-Sustech/TorchCP
A Python toolbox for conformal prediction research on deep learning models, using PyTorch.
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.
scikit-garden/scikit-garden
A garden for scikit-learn compatible trees
yromano/cqr
Conformalized Quantile Regression
ryantibs/conformal
Tools for conformal inference in regression
zillow/quantile-forest
Quantile Regression Forests compatible with scikit-learn.
elephaint/pgbm
Probabilistic Gradient Boosting Machines
philipperemy/fractional-differentiation-time-series
As described in Advances of Machine Learning by Marcos Prado.
aangelopoulos/conformal-time-series
Conformal prediction for time-series applications.
superlinear-ai/conformal-tights
👖 Conformal Tights adds conformal prediction of coherent quantiles and intervals to any scikit-learn regressor or Darts forecaster
mzaffran/AdaptiveConformalPredictionsTimeSeries
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.
donlapark/coverforest
A simple and fast sklearn-compatible conformal predictions with random forests for both classification and regression tasks.
rick12000/confopt
A Library for Conformal Hyperparameter Tuning
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.
adamvvu/tsfracdiff
Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.
alexiosg/rmgarch
Multivariate GARCH Models
herbps10/AdaptiveConformal
R package for Adaptive Conformal Inference
isgibbs/AdaptiveConformal
Code for reproducing the main figures in https://arxiv.org/abs/2106.00170.
Mattiatore/Fractional-Differencing
Vectorized implementation of fractional differencing
tsmodels/tsmarch
Feasible Multivariate GARCH Models
dholzmueller/universal_double_descent
Code to replicate figures and results in my paper "On the Universality of the Double Descent Peak in Ridgeless Regression"
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.
paolo-vergo/conformal-fd
Conformal inference prediction regions for Multiple Functional response regression
knrumsey/conforest
Conformal random forests in R
v-buchkov/mlfcs
Machine Learning for Finance and Complex Systems Project Repository