mpalenciaolivar

Miguel Palencia-Olivar's starred repositories

pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax

Language:PythonMIT11200

hugo-profile

A highly customizable and mobile first Hugo template for personal portfolio and blog.

Language:HTMLMIT68300

CausalArima

An R package to estimate the effect of interventions on univariate time series using ARIMA models

Language:R1300

AutoTrader

A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

Language:PythonGPL-3.088400

wittgenstein

Ruleset covering algorithms for transparent machine learning

Language:PythonMIT8800

support-vector-clustering

Python implementation of scalable support vector clustering

Language:PythonGPL-3.01400

hyperbox-brain

A scikit-learn compatible hyperbox-based machine learning library in Python

Language:PythonGPL-3.02900

online-multiclass-lpboost

Online Multi-Class LPBoost and Gradient Boosting

Language:C++MIT6500

fortitudo.tech

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

Language:PythonGPL-3.016400

full-stack-fastapi-template

Full stack, modern web application template. Using FastAPI, React, SQLModel, PostgreSQL, Docker, GitHub Actions, automatic HTTPS and more.

Language:TypeScriptMIT2395300

Statistical-Learning-based-Portfolio-Optimization

This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).

Language:RCC0-1.01100

QuantLib

The QuantLib C++ library

Language:C++NOASSERTION494300

Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

Language:C#Apache-2.0883800

aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

Language:PythonMIT13900

Introductory-Finite-Elements

Introductory course on the Finite Element Method

Language:Jupyter Notebook12600

awesome-production-machine-learning

A curated list of awesome open source libraries to deploy, monitor, version and scale your machine learning

MIT1655100

public-apis

A collective list of free APIs

Language:PythonMIT29598300

Python_Option_Pricing

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

Language:Jupyter NotebookMIT60000

pygod

A Python Library for Graph Outlier Detection (Anomaly Detection)

Language:PythonBSD-2-Clause124200

tods

TODS: An Automated Time-series Outlier Detection System

Language:PythonApache-2.0132300

conformal-predictions-from-scratch

Various Conformal Prediction methods implemented from scratch in pure NumPy for an educational purpose.

Language:Jupyter Notebook17300

quantile-forest

Quantile Regression Forests compatible with scikit-learn.

Language:PythonApache-2.016500

toolong

A terminal application to view, tail, merge, and search log files (plus JSONL).

Language:PythonMIT288300

cvxportfolio

Portfolio optimization and back-testing.

Language:PythonApache-2.085900

xah-fly-keys

the most efficient keybinding for emacs

Language:Emacs Lisp46600

awesome-topological-deep-learning

A curated list of topological deep learning (TDL) resources and links.

17200

fracdiff

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

Language:PythonBSD-3-Clause27300

Nuitka is a Python compiler written in Python. It's fully compatible with Python 2.6, 2.7, 3.4-3.12. You feed it your Python app, it does a lot of clever things, and spits out an executable or extension module.

Language:PythonApache-2.01110700

pycaret

An open-source, low-code machine learning library in Python

Language:Jupyter NotebookMIT858300

PySyft

Perform data science on data that remains in someone else's server

Language:PythonApache-2.0932400