Sven Serneels's repositories
OptimalPortfolio
An open source library for portfolio optimisation
Midas.jl
Mixed Data Sampling (MIDAS) regressions in Julia
Language:JuliaNOASSERTION000
ScikitLearn.jl
Julia implementation of the scikit-learn API https://cstjean.github.io/ScikitLearn.jl/dev/
SparseRegression
Code for Sparse regression: Scalable algorithms and empirical performance
SSVRegression
Open-source implementation of the Slowly Varying Regression under Sparsity framework.
000
statsmodels
Statsmodels: statistical modeling and econometrics in Python
SubsetSelection.jl
Fast Subset Selection algorithm for Statistics/Machine Learning
SubsetSelectionCIO.jl
Cutting-plane algorithm for exact cardinality-constrained regression