A regression solver for linear and quantile regression models and lasso based penalizations'

A professionally curated list of awesome Conformal Prediction videos, tutorials, books, papers, PhD and MSc theses, articles and open-source libraries.

👋 Xplique is a Neural Networks Explainability Toolbox

Build and train Lipschitz constrained networks: TensorFlow implementation of k-Lipschitz layers

👋 Puncc is a python library for predictive uncertainty quantification using conformal prediction.

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Lightning ⚡️ fast forecasting with statistical and econometric models.

TimeSHAP explains Recurrent Neural Network predictions.

This repository contains demos I made with the Transformers library by HuggingFace.

A python package for penalized generalized linear models that supports fitting and model selection for structured, adaptive and non-convex penalties.

MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing

A library of extension and helper modules for Python's data analysis and machine learning libraries.

Neural Additive Models (Google Research)

Portfolio Management Framework for risk and performance analysis 投资组合管理

Scalable and user friendly neural 🧠 forecasting algorithms.

PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf

Explaining the output of machine learning models with more accurately estimated Shapley values

A truly simple website template for academics

TensorFlow implementation of ProbCast model for probabilistic time series forecasting with generative adversarial networks.

OmniXAI: A Library for eXplainable AI

TensorFlow implementation of BRITS model for multivariate time series imputation with bidirectional recurrent neural networks.

TensorFlow implementation of EncDec-AD model for multivariate time series anomaly detection with LSTM-based encoder-decoder.

PyTorch implementation of LSTM-FCN model for univariate time series classification.

TensorFlow implementation of TCAN model for multivariate time series forecasting with sparse attention mechanisms.

TensorFlow implementation of N-BEATS model for univariate time series forecasting.

TensorFlow implementation of DeepTCN model for probabilistic time series forecasting with temporal convolutional networks.

TensorFlow implementation of LSTNet model for multivariate time series forecasting.