Continual Learning for Infinite Hierarchical Change-Point Detection

The Turing Change Point Detection Benchmark: An Extensive Benchmark Evaluation of Change Point Detection Algorithms on real-world data

EDGE: Scalable and optimum mutual information estimator for high-dimensional applications including deep learning

Conditional probability, conditional entropy, and mutual information estimation in Python. https://arxiv.org/abs/1907.00325

python package for DFA (Detrended Fluctuation Analysis) and related algorithms

Multifractal Detrended Fluctuation Analysis in Python

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

NeurIPS 2019. Kernel Stein Tests for Multiple Model Comparison.

NeurIPS 2018. Linear-time model comparison tests.

Financial Portfolio Optimization Routines in Python

Limitations of the Empirical Fisher Approximation

Continual Gaussian Processes

Robust regression with compositional covariates

Group Lasso implementation following the scikit-learn API

2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

Code for Synergy Conformal Prediction for Regression

conformal prediction for generalized linear regression models

Conformalized Quantile Regression

Hierarchical Time Series Forecasting with a familiar API

leetcode.com , algoexpert.io solutions in python and swift

Forex Trend Finder App in React Native with Redux for Harvard CS50 Final Project

Tuning-Free Huber Regression

Non-Linear Covariance Shrinkage

Simple peak detection

Fake stock-trading website built with Flask where users can log in and trade stock with real prices in real time and with not so real money. Final project of CS50 online course: