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Aptio V UEFI Editor: an alternative to AMIBCP
VSCode extension to support CSS Variables Intellisense
Sensor for Home Assistant that gets reset at midnight
use efi shell to flash_bios uefi shell强刷bios grub efi shell 解锁bios 隐藏菜单选项 ami
Julia package containing utilities intended for Time Series analysis.
Test your abilities in minigames similar to NoPixel
Vector autoregressive model in Julia
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models and employ several algorithms to perform feature engineering and selection on a multivariate time series dataset.
A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .
Analyzing Video Assistant Referee (VAR) decisions in the English Premier League (2019 - 2021)
A simple Docker configuration for PHP, nginx and Varnish
[R] Statistical analysis of financial data conducted in R
Inspired by the use of VAR in football/soccer, I created a tool to judge offside taking into account the 3D planes captured in the 2D image.
With the help of a brand new KATS package, we can detect outliers, change points, and build very strong Time Series Analysis models. By inspecting this repository you can get a solid vision of KATS on real Covid-19 data of Azerbaijan.
difference between var let and const on JavaScript
Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.
Calculate the standard deviation of a strided array using Welford's algorithm.
Stock market prediction on 5 italian companies using VAR model, OLS regressions and LSTM recurrent neural networks over data retrieved from Refinitiv Eikon
VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, and Monte Carlo Simulation. Dive into the intricacies of risk management with precision and confidence.
Calculate the standard deviation of a single-precision floating-point strided array.
Calculate the variance of a single-precision floating-point strided array.
Compute a sample Pearson product-moment correlation matrix incrementally.
Machine Learnings Application on Airquality datsets. Implemented many analytical models on air quality dataset and compared them on the basis of mean squared error , root mean squared error, mean absolute error and and Accuracy.
Value at Risk (VaR) and Sharpe Ratio computations of securities on the Australian Stock Exchange (ASX).
This text was produced by ChatGPT with co-authorship by Walmyr Lima e Silva Filho.
Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.