Roi Mallo's repositories
dynamax
State Space Models library in JAX
rebayes
Recursive Bayesian Estimation (Sequential / Online Inference)
tf_probability
Probabilistic reasoning and statistical analysis in TensorFlow
Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
Business-Valuation-with-Discounted-Cash-Flow-In-Python
Stocks and Assets Valuation via Discounted Cash Flow with Python
bypass-paywalls-chrome
Bypass Paywalls web browser extension for Chrome and Firefox.
flax
Flax is a neural network library for JAX that is designed for flexibility.
glum
High performance Python GLMs with all the features!
jdemetra-app
JDemetra+ desktop application
jdemetra-core
JDemetra+ core libraries
Kats
Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.
kuramoto
Python implementation of the Kuramoto model
lassonet
Feature selection in neural networks
lightkurve
A friendly package for Kepler & TESS time series analysis in Python.
LTSF-Linear
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
neuralforecast
Scalable and user friendly neural :brain: forecasting algorithms.
obspy
ObsPy: A Python Toolbox for seismology/seismological observatories.
open-interpreter
OpenAI's Code Interpreter in your terminal, running locally
optax
Optax is a gradient processing and optimization library for JAX.
py-earth
A Python implementation of Jerome Friedman's Multivariate Adaptive Regression Splines
PyAstronomy
A collection of astronomy-related routines in Python
pyglmnet
Python implementation of elastic-net regularized generalized linear models
python-glmnet
A python port of the glmnet package for fitting generalized linear models via penalized maximum likelihood.
rpca
Python implementation of robust principal component analysis
scikit-learn
scikit-learn: machine learning in Python
seamless_communication
Foundational Models for State-of-the-Art Speech and Text Translation
std_dev_levels
std dev of log prices
tsam
Time series aggregation module (tsam). Determines typical operation periods or dereases the temporal resolution. Accelerates model or experiment runs.
tsbootstrap
tsbootstrap: generate bootstrapped time series samples in Python