Jin Won Choi's starred repositories

timeseriescv

Scikit-learn style cross-validation classes for time series data

Language:PythonLicense:MITStargazers:263Issues:0Issues:0

mcos

Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"

Language:PythonLicense:MITStargazers:55Issues:0Issues:0