Model Confidence Set (MCS) implementation in Python
☆21Oct 21, 2024Updated last year
Alternatives and similar repositories for model-confidence-set
Users that are interested in model-confidence-set are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Drops literature reviews in public places☆13Mar 31, 2023Updated 3 years ago
- orf: R package☆12Jul 26, 2022Updated 4 years ago
- Workshop Data Science Fundamentals (Course at the University of St.Gallen)☆22Jan 18, 2024Updated 2 years ago
- Official repository for the mcf package.☆23Aug 11, 2026Updated 3 weeks ago
- An R library for estimating causal effects☆13Apr 25, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Python Framework for DSGE Modeling☆16Aug 23, 2026Updated last week
- Implementation of the BERT model using LongNet☆10Jun 12, 2026Updated 2 months ago
- Causai is a Python package for Causality in Machine Learning. We provide state-of-the-art causal algorithms and ML into decision-making s…☆14Nov 21, 2020Updated 5 years ago
- PaloBoost is an overfitting-robust Gradient Boosting algorithm.☆16Dec 20, 2019Updated 6 years ago
- Deep Switching State Space Model☆21May 4, 2025Updated last year
- Deep Dynamic Factor Models☆27Jul 1, 2026Updated 2 months ago
- Course page for KU course on econometrics and machine learning☆22Jun 10, 2020Updated 6 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated 2 years ago
- Code for "Fine-Tuned 'Small' LLMs (Still) Significantly Outperform Zero-Shot Generative AI Models in Text Classification", arXiv 2024☆15Jun 24, 2024Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆23Aug 10, 2022Updated 4 years ago
- Vivacious terminal windows for Jupyter Book and Sphinx.☆11Jul 1, 2021Updated 5 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Code to replicate the simulation study in the paper "Calibrating doubly-robust estimators with unbalanced treatment assignment"☆15May 20, 2024Updated 2 years ago
- Course repository: Big Data Data Analytics (SEPS-HSG, UNILU)☆25Jan 8, 2026Updated 7 months ago
- This is the repo accompanying the paper: "A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bit…☆12Jul 29, 2025Updated last year
- Python package for causal inference via Synthetic Difference-in-Differences. Supports block and staggered adoption designs, optional cova…☆22Mar 25, 2026Updated 5 months ago
- Imputing missing stock anomalies data with EM implementation☆15Feb 19, 2024Updated 2 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 10 months ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 3 weeks ago
- 다양한 스터디와 연구/개발이 이루어지는 공간입니다. 완성된 것들은 새로운 repository로 생성합니다.☆11Jun 16, 2020Updated 6 years ago
- Visualize neural networks using TikZ in Julia☆15Jan 29, 2025Updated last year
- Official implementation of "Conformal prediction for multi-dimensional time series by ellipsoidal sets" (ICML 2024 spotlight)☆21Jul 16, 2024Updated 2 years ago
- Multivariate GARCH Models☆18Aug 31, 2025Updated last year
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated 2 years ago
- Python package for Model Metric Uncertainty estimation☆17Aug 10, 2026Updated 3 weeks ago
- ☆14Jun 24, 2024Updated 2 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆22Feb 10, 2023Updated 3 years ago
- ☆28Jan 24, 2021Updated 5 years ago
- Quantile-based Spectral Analysis of Time Series☆13Jul 10, 2024Updated 2 years ago
- R package for Adaptive Conformal Inference☆18Jun 13, 2024Updated 2 years ago
- Macro Framework Forecasting☆26May 10, 2026Updated 3 months ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Aug 24, 2023Updated 3 years ago
- Concrete Dropout implementation for Tensorflow 2.0 and PyTorch☆14Dec 18, 2024Updated last year