Starred repositories
Scalable and user friendly neural 🧠 forecasting algorithms.
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
Probabilistic time series modeling in Python
PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
Official PyTorch implementation of TSDiff models presented in the NeurIPS 2023 paper "Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting"
Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
A collection of notes and examples on model deployment
What is the Best Way to Do Something? A Discreet Tour of Discrete Optimization
🚴 Call stack profiler for Python. Shows you why your code is slow!
A survey and paper list of current Diffusion Model for Time Series and SpatioTemporal Data with awesome resources (paper, application, review, survey, etc.).
Open source routing engine for OpenStreetMap. Use it as Java library or standalone web server.
A package of distributionally robust optimization (DRO) methods. Implemented via cvxpy and PyTorch
A final sanity checklist to help your CS paper get accepted, not desk rejected.
Modin: Scale your Pandas workflows by changing a single line of code
Extremely fast Query Engine for DataFrames, written in Rust
Distributed Online Convex Optimization with Compressed Communication
Portfolio analytics for quants, written in Python
A curated list of practical financial machine learning tools and applications.
Portfolio optimization and back-testing.
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, i…
Research and development (R&D) is crucial for the enhancement of industrial productivity, especially in the AI era, where the core aspects of R&D are mainly focused on data and models. We are commi…