sharpe5's repositories
arctic
High performance datastore for time series and tick data
BashOnWindows
Issues found within and using Bash on Ubuntu on Windows
conan-vs-extension
Conan Extension for Visual Studio
CoST
PyTorch code for CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting (ICLR 2022)
docs
Documentation of Clockwork concepts and tooling.
embedPy
Allows the kdb+ interpreter to call Python functions
ETDataset
The Electricity Transformer dataset is collected to support the further investigation on the long sequence forecasting problem.
fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
fractional-differentiation-time-series
As described in Advances of Machine Learning by Marcos Prado.
kdb
Companion files to kdb+ and q
keras
Deep Learning for humans
keras-swa
Simple stochastic weight averaging callback for Keras
numpy_ext
An extension library for NumPy that implements common array operations not present in NumPy
pandoc-latex-template
A pandoc LaTeX template to convert markdown files to PDF or LaTeX.
passivedns
A network sniffer that logs all DNS server replies for use in a passive DNS setup
puncc
đź‘‹ Puncc is a python library for predictive uncertainty quantification using conformal prediction.
PunccExperiments
Code for paper "PUNCC: a Python Library for Predictive UncertaintyCalibration and Conformalization".
rust-for-dotnet-devs
Rust for C#/.NET Developers
Sharpness-Aware-Minimization-TensorFlow
Implements sharpness-aware minimization (https://arxiv.org/abs/2010.01412) in TensorFlow 2.
SMAC3
Sequential Model-based Algorithm Configuration
Software
This repository mainly focuses some of my free lancing stuff.
ts2vec
A universal time series representation learning framework
yfinance
Yahoo! Finance market data downloader (+faster Pandas Datareader)