microprediction / winningLinks
Inference of relative ability from winning probabilities
☆44Updated 7 months ago
Alternatives and similar repositories for winning
Users that are interested in winning are comparing it to the libraries listed below
Sorting:
- Nonlinear Nonparametric Statistics☆92Updated this week
- Hello world univariate examples for a variety of time series packages.☆57Updated last year
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆121Updated last year
- Prize-winning solution to the M6 Forecasting Competition☆23Updated 2 years ago
- ☆20Updated 2 years ago
- 🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …☆101Updated last year
- 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
- World beating online covariance and portfolio construction.☆309Updated 3 weeks ago
- M6-Forecasting competition☆43Updated last year
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- Presentation materials for PyMC Statespace☆25Updated last year
- Matthew Kolakowski Learning Journey with Articles on Time Series Analysis, Machine Learning, Python Programming, and Systems Engineering.☆29Updated 2 months ago
- Examples of causality maps for time series driven by GitHub actions☆15Updated last year
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- Predict time-series with one line of code.☆433Updated 11 months ago
- ☆50Updated 2 years ago
- An extension of CatBoost to probabilistic modelling☆147Updated last year
- Conformal Prediction-Based Global and Model Agnostic Explainability for Classification tasks.☆26Updated 8 months ago
- Time series forecasting with tree ensembles☆13Updated 4 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…☆64Updated 6 months ago
- ☆115Updated last year
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- If you can measure it, consider it predicted☆362Updated 3 weeks ago
- Material for PyData NYC Tutorial on Large Scale Timeseries Forecasting☆27Updated 2 years ago
- Time Series Cross-Validation -- an extension for scikit-learn☆258Updated 2 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Integrated tool for model development and validation☆31Updated 3 weeks ago
- Explainable Boosted Scoring with Python: turning XGBoost and CatBoost classifiers into explainable scorecards☆17Updated last week
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆14Updated 2 years ago