Matej's repositories
effective-polars
effective polars book coding along
all-of-statistics
Self-study on Larry Wasserman's "All of Statistics"
Awesome-TimeSeries-SpatioTemporal-Diffusion-Model
A list of current Diffusion Model for Time Series and SpatioTemporal Data with awesome resources (paper, application, review, survey, etc.).
hackathon
Qminers Quant Hackathon
ml-recipes
ML and optimization recipes for various subproblems, including: mixed integer portfolio optim, lgbm custom loss and others, fast and frugal decision trees etc.
Empowering-Time-Series-Analysis-with-LLM
Official website for "Empowering Time Series Analysis with Large Language Models: A Survey"
ewmm_code
Code for the EWMM paper
functime
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
kaggle-solutions
🏅 Collection of Kaggle Solutions and Ideas 🏅
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
linearmodels
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
LLMs-from-scratch
Implementing a ChatGPT-like LLM from scratch, step by step
machine-learning-and-simulation
All the handwritten notes 📝 and source code files 🖥️ used in my YouTube Videos on Machine Learning & Simulation (https://www.youtube.com/channel/UCh0P7KwJhuQ4vrzc3IRuw4Q)
mixture-density-network
Mixture density network implemented in PyTorch.
non-parametric-ml
ML non parametric methods
OpenDevin
🐚 OpenDevin: Code Less, Make More
polars_ols
Polars least squares extension - enables fast linear model polar expressions
ProbablyOverthinkingIt
Supplementary material for my book, Probably Overthinking It.
professional-programming
A collection of learning resources for curious software engineers
pydata-global-2023-functime
@Pola-rs and @functime-org talk at @PyData
ThinkBayes2
Text and code for the forthcoming second edition of Think Bayes, by Allen Downey.
uncertain_ground_truth
This repository contains Jax implementations of Monte Carlo conformal prediction, plausibility regions and statistical annotation aggregation from our recent work on uncertain ground truth (TMLR'23 and ArXiv pre-print).