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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