Fourier-Bayesian estimation of stochastic volatility models
Code used to run the numerical examples of "Bayesian Approach for Parameter estimation of Continuous-Time Stochastic Volatility Models using FFourier Transform Methods" by Merkle, Saporito and Targino (Statistics & Probability Letters, Vol. 156, 2020). Available here https://www.sciencedirect.com/science/article/pii/S0167715219302469 and here https://arxiv.org/abs/1812.10556
fastdtw Python implementation of FastDTW [1], which is an approximate Dynamic Time Warping (DTW) algorithm that provides optimal or near-optimal align
Domino Research This repo contains projects under active development by the Domino R&D team. We build tools that help Data Scientists and ML engineers
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Microsoft contributing libraries, tools, recipes, sample codes and workshop contents for machine learning & deep learning.
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Built various Machine Learning algorithms (Logistic Regression, Random Forest, KNN, Gradient Boosting and XGBoost. etc). Structured a custom ensemble model and a neural network. Found a outperformed
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Python API for the Crunchdao machine learning tournament Interact with the Crunc
PySpark-Bank-Churn Surname: corresponds to the record (row) number and has no effect on the output. CreditScore: contains random values and has no eff
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DEAP DEAP is a novel evolutionary computation framework for rapid prototyping and testing of ideas. It seeks to make algorithms explicit and data stru
SmartSim makes it easier to use common Machine Learning (ML) libraries like PyTorch and TensorFlow, in High Performance Computing (HPC) simulations and workloads.
sankee Visualize changes in classified time series data with interactive Sankey plots in Google Earth Engine Contents Description Installation Using P
SmartMeterEVN Dieses Projekt ermöglicht es den Smartmeter der EVN (Netz Niederösterreich) über die Kundenschnittstelle auszulesen. Smart Meter werden
m2cgen (Model 2 Code Generator) - is a lightweight library which provides an easy way to transpile trained statistical models into a native code
time-series This package contains all necessary files for the course Ocean/Atmosphere Time Series Analysis, an introduction to data and time series an
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