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GitHub / microprediction 49 repositories

Chief Data Scientist, Intech Investments

microprediction/monteprediction_colab_examples

Monte Carlo Submission Examples

Language: Jupyter Notebook - Size: 156 KB - Last synced: 8 days ago - Pushed: 9 days ago - Stars: 2 - Forks: 2

microprediction/monteprediction

Monte Prediction Utilities

Language: Python - Size: 78.1 KB - Last synced: 11 days ago - Pushed: 12 days ago - Stars: 1 - Forks: 1

microprediction/micromonte_colab_examples

Example colab notebooks to enter contest

Language: Jupyter Notebook - Size: 16.6 KB - Last synced: 15 days ago - Pushed: 16 days ago - Stars: 0 - Forks: 0

microprediction/microprediction

If you can measure it, consider it predicted

Language: Jupyter Notebook - Size: 117 MB - Last synced: 17 days ago - Pushed: 18 days ago - Stars: 317 - Forks: 57

microprediction/timemachines

Predict time-series with one line of code.

Language: Python - Size: 6.09 MB - Last synced: 6 days ago - Pushed: 12 months ago - Stars: 381 - Forks: 50

microprediction/m6

M6-Forecasting competition

Language: Jupyter Notebook - Size: 14.3 MB - Last synced: about 1 month ago - Pushed: 4 months ago - Stars: 38 - Forks: 12

microprediction/muid

Memborable Unique Identifier

Language: Python - Size: 5.22 MB - Last synced: 10 days ago - Pushed: over 1 year ago - Stars: 10 - Forks: 4

microprediction/precise

World beating online covariance and portfolio construction.

Language: Jupyter Notebook - Size: 12.9 MB - Last synced: about 1 month ago - Pushed: 2 months ago - Stars: 189 - Forks: 31

microprediction/humpday

Elo ratings for global black box derivative-free optimizers

Language: Python - Size: 3.24 MB - Last synced: 5 days ago - Pushed: 4 months ago - Stars: 121 - Forks: 17

microprediction/embarrassingly

robust optimization

Language: Python - Size: 817 KB - Last synced: 4 days ago - Pushed: over 3 years ago - Stars: 8 - Forks: 3

microprediction/homogenize

Analytical formulas for survival in regime switching Orstein-Uhlenbeck processes

Language: Python - Size: 3.83 MB - Last synced: 6 days ago - Pushed: over 1 year ago - Stars: 1 - Forks: 2

microprediction/winning

Inference of relative ability from winning probabilities

Language: Jupyter Notebook - Size: 18.2 MB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 44 - Forks: 13

microprediction/optimizer-elo-ratings

Assigns Elo Ratings to Python Global Optimizers

Size: 1.72 GB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 23 - Forks: 6

microprediction/skfolio Fork of skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

Language: Python - Size: 10 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

microprediction/timeseries-elo-ratings

Elo ratings for time-series forecasting packages

Language: Python - Size: 70.1 MB - Last synced: 3 months ago - Pushed: over 2 years ago - Stars: 22 - Forks: 5

microprediction/firstdown

NFL first down strategy

Language: Jupyter Notebook - Size: 31.5 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 5 - Forks: 0

microprediction/timeseries-notebooks

Hello world univariate examples for a variety of time series packages.

Language: Jupyter Notebook - Size: 1.18 MB - Last synced: 5 months ago - Pushed: about 1 year ago - Stars: 48 - Forks: 24

microprediction/gptprobe

For unmanned missions into GPT returning structured data

Language: Python - Size: 3.72 MB - Last synced: about 2 months ago - Pushed: about 1 year ago - Stars: 11 - Forks: 2

microprediction/microactors

Examples of scheduled jobs estimating copulas at www.microprediction.org

Language: Python - Size: 42 KB - Last synced: 7 months ago - Pushed: over 1 year ago - Stars: 4 - Forks: 14

microprediction/microactors-causality

Examples of causality maps for time series driven by GitHub actions

Language: Jupyter Notebook - Size: 901 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 16 - Forks: 9

microprediction/offline

Demonstrates one pattern for offline estimation

Language: Python - Size: 4.73 GB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 4 - Forks: 2

microprediction/nflMarkov Fork of bdilday/nflMarkov

Language: Python - Size: 5.83 MB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 2

microprediction/microtutorial

microprediction stream creation tutorial

Size: 2.93 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 1

microprediction/microfilter

Filtering

Language: Python - Size: 243 MB - Last synced: 15 days ago - Pushed: 9 months ago - Stars: 0 - Forks: 1

microprediction/microfunctions

Utilities for creating microfunctions (reactive micromanagers)

Language: Python - Size: 3.91 KB - Last synced: 9 months ago - Pushed: 9 months ago - Stars: 0 - Forks: 0

microprediction/momentum

Running mean, variance, skew, and kurtosis

Language: Python - Size: 57.6 KB - Last synced: 5 days ago - Pushed: about 2 years ago - Stars: 9 - Forks: 5

microprediction/autotds

Automatically generates "Towards Data Science" quality articles

Language: Python - Size: 311 KB - Last synced: 16 days ago - Pushed: over 2 years ago - Stars: 4 - Forks: 2

microprediction/curiouskids

questions for kids

Size: 79.1 KB - Last synced: 10 months ago - Pushed: 10 months ago - Stars: 1 - Forks: 0

microprediction/home

home page of sorts

Size: 26.2 MB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 4 - Forks: 1

microprediction/chattychattybangbang

Forcing ChatGPT to do its own QA, and other strategies.

Language: Python - Size: 1.68 MB - Last synced: 12 months ago - Pushed: 12 months ago - Stars: 2 - Forks: 2

microprediction/microconventions

Conventions used at MicroPrediction.Org

Language: Python - Size: 81.1 KB - Last synced: 8 months ago - Pushed: about 1 year ago - Stars: 3 - Forks: 1

microprediction/csvsdataset

Dataset from multiple CSV files

Language: Python - Size: 1.6 GB - Last synced: 23 days ago - Pushed: about 1 year ago - Stars: 2 - Forks: 0

microprediction/simplecsvdataset

Create torch datasets from multiple csv files

Language: Python - Size: 54.7 KB - Last synced: 22 days ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

microprediction/rediz

Supporting community nowcasts at www.microprediction.org

Language: Python - Size: 908 KB - Last synced: about 1 month ago - Pushed: 9 months ago - Stars: 2 - Forks: 4

microprediction/Riskfolio-Lib Fork of dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Language: Python - Size: 63.2 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 12 - Forks: 11

microprediction/m6entry

Language: Python - Size: 934 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 12 - Forks: 5

microprediction/AOLForTimeSeries Fork of OnlinePredictorTS/AOLForTimeSeries

Experiments for our paper "Adaptive Online Learning for Time Series Prediction".

Language: Jupyter Notebook - Size: 1.11 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/low-voltage-loadforecasting.github.io Fork of low-voltage-loadforecasting/low-voltage-loadforecasting.github.io

This is the repository for the Github pages site produced with Jekyll to our page hosting an overview of load forecasting data sets as presented in our preprint on arXiv.

Language: HTML - Size: 165 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/mkalgo Fork of saifuddin778/mkalgo

Mueen-Keogh Algorithm for finding timeseries motifs

Language: Python - Size: 25.4 KB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 21 - Forks: 3

microprediction/building_an_open_ai_network

MIT Press

Size: 72.7 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 9 - Forks: 1

microprediction/qpsolvers Fork of qpsolvers/qpsolvers

Quadratic programming solvers in Python with a unified API

Language: Python - Size: 1.17 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/qpsolversbench

benchmarking qpsolvers

Language: Python - Size: 34.2 KB - Last synced: 18 days ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/odious 📦

Compares optimizers

Language: Python - Size: 20.5 KB - Last synced: about 2 months ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

microprediction/definetti 📦

Rolling lottery-style

Language: Python - Size: 20.5 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/marketstacker

Financial market data in pandas using marketstack API

Size: 1.95 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

microprediction/microchat

Chatting with ChatGTP about microprediction

Size: 2.93 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/awesome-conformal-mapping

Awesome list of resources for conformal mapping

Size: 4.88 KB - Last synced: 4 days ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/barbell

Notes on the interpretation of a barbell bond portfolio

Size: 111 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0

microprediction/fsi-samples Fork of NVIDIA/fsi-samples

A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.

Size: 150 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/HyperTS Fork of DataCanvasIO/HyperTS

A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.

Language: Python - Size: 5.41 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0

microprediction/tdigest Fork of CamDavidsonPilon/tdigest

t-Digest data structure in Python. Useful for percentiles and quantiles, including distributed enviroments like PySpark

Language: Python - Size: 91.8 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

microprediction/automl-notebooks

Quick and dirty first pass analysis

Language: Jupyter Notebook - Size: 139 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

microprediction/yahoofinanceasyncio

yahoo finance asyncio

Language: Python - Size: 9.77 KB - Last synced: 27 days ago - Pushed: over 1 year ago - Stars: 0 - Forks: 2

microprediction/midterms

Size: 3.81 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 3 - Forks: 0

microprediction/schooled

Experiments in what NN's can learn, or not

Language: Python - Size: 150 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0

microprediction/awesome-python-benchmarks

Benchmarking for python analytic packages

Size: 19.5 KB - Last synced: 4 days ago - Pushed: over 2 years ago - Stars: 2 - Forks: 1

microprediction/lua-tdigest Fork of guicaulada/lua-tdigest

Lua implementation of Dunning's T-Digest for streaming quantile approximation

Size: 9.77 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/rolling-quantiles Fork of marmarelis/rolling-quantiles

Blazing fast, composable, Pythonic quantile filters.

Size: 305 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

microprediction/awesome-hype

Listing of repositories for independent benchmarking and debunking

Size: 1.95 KB - Last synced: about 2 months ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

microprediction/diffraction

Diffracting probability

Size: 1.95 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 0

microprediction/diffracting

Diffracting probability

Size: 1.95 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0

microprediction/publicgoods-candidates Fork of DPGAlliance/publicgoods-candidates

Registry for Digital Public Goods

Language: JavaScript - Size: 4.9 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/autoautoml Fork of luisferreira97/autoautoml

Computational experiments for the paper "A Comparison of AutoML Tools for Machine Learning, Deep Learning and XGBoost" (IJCNN 2021)

Size: 7.7 GB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/tspiral Fork of cerlymarco/tspiral

A python package for time series forecasting with scikit-learn estimators.

Size: 814 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/external

Pitch deck

Size: 5.88 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/noisyopt Fork of andim/noisyopt

Python library for optimizing noisy functions.

Size: 129 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

microprediction/time-series-dataset Fork of JulesBelveze/time-series-dataset

:wrench: Easy-to-use PyTorch Dataset object for multivariate time series :wrench:

Size: 10.7 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

microprediction/TimeSeriesForecasting-DeepLearning Fork of pedrolarben/TimeSeriesForecasting-DeepLearning

An experiemtal review on deep learning architectures for time series forecasting

Size: 500 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/noisy-bayesian-optimization Fork of thomasahle/noisy-bayesian-optimization

Bayesian Optimization for very Noisy functions

Size: 87.9 KB - Last synced: about 1 year ago - Pushed: almost 3 years ago - Stars: 0 - Forks: 0

microprediction/keras-io Fork of keras-team/keras-io

Keras documentation, hosted live at keras.io

Size: 170 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/theory-of-computation Fork of MorganBergen/theory-of-computation

Introduction to the Theory of Computation

Language: C++ - Size: 30.1 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/nni Fork of microsoft/nni

An open source AutoML toolkit for automate machine learning lifecycle, including feature engineering, neural architecture search, model compression and hyper-parameter tuning.

Language: Python - Size: 55.8 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/KerasGA Fork of ahmedfgad/KerasGA

Training Keras Models by the Genetic Algorithm using PyGAD

Language: Jupyter Notebook - Size: 3.09 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/smoothfit Fork of sigma-py/smoothfit

Smooth data fitting in N dimensions.

Language: Python - Size: 300 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/getjson

Very limited mini-package for retrieving JSON data with backoff and failover

Language: Python - Size: 28.3 KB - Last synced: 6 months ago - Pushed: about 2 years ago - Stars: 1 - Forks: 1

microprediction/dotcom

The DotCom WebSite

Size: 10.7 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

microprediction/pandemic

A 2d contagion model with commuting modeled as regime switching Ornstein-Uhlenbeck walks on the plane

Language: Python - Size: 3.82 MB - Last synced: 23 days ago - Pushed: over 3 years ago - Stars: 8 - Forks: 7

microprediction/guns

database of mass shootings in Australia in the last 25 years

Size: 4.88 KB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 0 - Forks: 0

microprediction/awesome-time-series Fork of lmmentel/awesome-time-series

Resources for working with time series and sequence data

Size: 32.2 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 3 - Forks: 2

microprediction/ensemble_causality_learning Fork of big-data-lab-umbc/ensemble_causality_learning

Size: 34.2 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 0 - Forks: 0

microprediction/ggetjson

Uses grequests to pull JSON. A bit dangerous due to the monkey patching. Use with care.

Language: Python - Size: 21.5 KB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 0 - Forks: 1

microprediction/history

History of microprediction streams

Language: Python - Size: 68.1 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 1

microprediction/pyforest Fork of 8080labs/pyforest

pyforest - feel the bliss of automated imports

Language: Python - Size: 7.25 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 1 - Forks: 0

microprediction/micropresentations

Presentations and collateral

Size: 27.5 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/preciseratings

Ratings for precision estimation

Size: 2.93 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/NNS-Python Fork of OVVO-Financial/NNS-Python

Nonlinear Nonparametric Statistics

Language: Python - Size: 431 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/realdata

Simple real time series data

Language: Python - Size: 61.5 KB - Last synced: 8 days ago - Pushed: over 2 years ago - Stars: 1 - Forks: 5

microprediction/precisedata

data

Language: Python - Size: 1.62 GB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/timeseriesdata

data used to test this and that

Size: 1.95 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/kmeans1d Fork of dstein64/kmeans1d

:star: A Python package for optimal 1D k-means clustering.

Size: 67.4 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/nba

basketball data

Language: Jupyter Notebook - Size: 3.35 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/muidsupporter

Makes donations of MUIDs

Language: Shell - Size: 15.6 KB - Last synced: 25 days ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

microprediction/echochamber

Using an echo state network to enter a contest at microprediction.org

Language: Python - Size: 27.3 KB - Last synced: 13 days ago - Pushed: over 2 years ago - Stars: 1 - Forks: 1

microprediction/lottery

Package implementing various generalized lotteries

Language: Python - Size: 44.9 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 1

microprediction/timeseries-data

static benchmarking timeseries data

Language: Jupyter Notebook - Size: 42 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 3 - Forks: 1

microprediction/microprediction-notebooks

Notebooks for microprediction

Language: Jupyter Notebook - Size: 20.5 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 1

microprediction/pymssa Fork of kieferk/pymssa

Python implementation of Multivariate Singular Spectrum Analysis (MSSA)

Size: 3.63 MB - Last synced: about 1 year ago - Pushed: about 5 years ago - Stars: 0 - Forks: 1

microprediction/sklearned

Some pre-trained models

Language: Python - Size: 116 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/recalibrate

Recalibrate probabilities

Language: Python - Size: 6.12 MB - Last synced: 10 days ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

microprediction/m5

M5 Conference stuff

Size: 240 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0