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Barclays
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nlsolver Public
Easy, header only nonlinear optimizers in C++17
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monteprediction_colab_examples Public
Forked from microprediction/monteprediction_colab_examplesMonte Carlo Submission Examples
Jupyter Notebook MIT License UpdatedApr 27, 2024 -
A simple exploration into why cache and vectorisation matter (more than just big O)
C++ UpdatedFeb 12, 2024 -
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blaze Public
A C++17 implementation of ARIMA following R
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circulant Public
A stupid simple circular data structure for recursive time series prediction
C++ UpdatedJun 4, 2023 -
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soothsayer Public
Automatic Time Series Forecasting and Ensembling via Meta-learning
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fable.tbats Public
A fable wrapper for TBATS
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python3.11_speedtest Public
Forked from dennisbakhuis/python3.11_speedtestSimple speed tests for Python 3.11
Jupyter Notebook MIT License UpdatedJan 14, 2023 -
gpvolatility Public
A highly experimental R implementation of https://proceedings.neurips.cc/paper/2014/file/a733fa9b25f33689e2adbe72199f0e62-Paper.pdf
MATLAB UpdatedJan 3, 2023 -
fable.fETSmcs Public
Forked from Richard759/fETSmcsA **fable** port of fETSmcs
R UpdatedOct 24, 2022 -
HARModel Public
Forked from emilsjoerup/HARModelAn implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
R UpdatedSep 8, 2022 -
NNS_stripped Public
Forked from OVVO-Financial/NNSA fork of Nonlinear Nonparametric Statistics with fewer dependencies
R UpdatedAug 20, 2022 -
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autodep Public
autodep automates writing roxygen tags - and tracking dependencies.
R Other UpdatedApr 1, 2022 -
neuralfables Public archive
Neural networks (and other highly questionable approaches) for time series forecasting via fable
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autostsm Public
Forked from cran/autostsm❗ This is a read-only mirror of the CRAN R package repository. autostsm — Automatic Structural Time Series Models
R UpdatedFeb 1, 2022 -
stochvol Public
Forked from gregorkastner/stochvolPartial re-write of the R package stochvol to allow for asymmetry (leverage).
R UpdatedDec 9, 2021 -
lazy_workflow Public
Lazy workflows in R (or reusing your data processing pipelines)
R UpdatedDec 8, 2021 -
crucible Public
Agent based modelling in R
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autodepFailExample Public archive
Document unexpected behaviour when calling devtools::document()
R UpdatedOct 5, 2021