microprediction / m6
M6-Forecasting competition
☆41Updated last year
Alternatives and similar repositories for m6:
Users that are interested in m6 are comparing it to the libraries listed below
- Prize-winning solution to the M6 Forecasting Competition☆21Updated 2 years ago
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆105Updated 5 months ago
- Time Series Forecasting with LightGBM☆83Updated 2 years ago
- Python Code used in publications, for archival purposes only☆20Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 4 months ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆28Updated 4 years ago
- A toolkit to boost the productivity of machine learning engineers.☆52Updated 2 years ago
- ☆19Updated 2 years ago
- ☆50Updated last year
- A Python library for the fast symbolic approximation of time series☆44Updated last month
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆47Updated 3 years ago
- Nonlinear Nonparametric Statistics☆71Updated this week
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated last year
- Time-Series Cross-Validation Module☆44Updated 3 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆13Updated 2 years ago
- Fast window operations☆40Updated 9 months ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆59Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 7 months ago
- Modeling of intraday volatility and volume in financial markets☆15Updated last year
- Tool to support backtests☆43Updated last week
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆117Updated 2 years ago
- tsbootstrap: generate bootstrapped time series samples in Python☆77Updated 4 months ago
- A library for Time Series EDA (exploratory data analysis)☆69Updated 7 months ago
- ☆63Updated last month
- esig python package☆47Updated 3 months ago
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆21Updated 2 years ago
- Standard and Hybrid Deep Learning Multivariate-Multi-Step & Univariate-Multi-Step Time Series Forecasting.☆60Updated 9 months ago