Stars
Continual Learning for Infinite Hierarchical Change-Point Detection
The Turing Change Point Detection Benchmark: An Extensive Benchmark Evaluation of Change Point Detection Algorithms on real-world data
EDGE: Scalable and optimum mutual information estimator for high-dimensional applications including deep learning
Conditional probability, conditional entropy, and mutual information estimation in Python. https://arxiv.org/abs/1907.00325
python package for DFA (Detrended Fluctuation Analysis) and related algorithms
Multifractal Detrended Fluctuation Analysis in Python
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
NeurIPS 2019. Kernel Stein Tests for Multiple Model Comparison.
NeurIPS 2018. Linear-time model comparison tests.
Financial Portfolio Optimization Routines in Python
Limitations of the Empirical Fisher Approximation
Group Lasso implementation followi A1A7 ng the scikit-learn API
2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
Code for Synergy Conformal Prediction for Regression
conformal prediction for generalized linear regression models
Hierarchical Time Series Forecasting with a familiar API
leetcode.com , algoexpert.io solutions in python and swift
Forex Trend Finder App in React Native with Redux for Harvard CS50 Final Project
Fake stock-trading website built with Flask where users can log in and trade stock with real prices in real time and with not so real money. Final project of CS50 online course: