zhangjia-swufe's repositories
ReHLine-benchmark
Benchmarks for the ReHLine Solver
VAR-Tensor
Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"
rmgarch
:exclamation: This is a read-only mirror of the CRAN R package repository. rmgarch — Multivariate GARCH Models. Homepage: http://www.unstarched.net, https://github.com/alexiosg/rmgarch
handson-ml
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.
zhangjia-swufe
Config files for my GitHub profile.
POTD
Python3 and R implementation of the paper [Sufficient dimension reduction for classification using principal optimal transport direction] (NeurIPS 2020)
HLAG
Replication files for High Dimensional Forecasting via Interpretable Vector Autoregression
lihang-dl
Python for machine learning algorithms
mgarch
mgarch Package for R-Project