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mcar Public
Multivariate Continuous-time AutoRegressive (MCAR) processes: Estimation and Inference.
Jupyter Notebook UpdatedApr 21, 2025 -
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controlled-linear-regression Public
Controlled Linear Regression, Estimation and Prediction.
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distribution-regression-streams Public
Forked from maudl3116/Distribution_Regression_StreamsFeature set and kernels for regression and classification on ensembles of multivariate time-series (e.g. satellite remote sensing data 🌍 🌱).
Jupyter Notebook UpdatedDec 1, 2024 -
conditional-sig-wasserstein-gans Public
Forked from SigCGANs/Conditional-Sig-Wasserstein-GANsPython UpdatedDec 1, 2024 -
gp-esig-classifier Public
Forked from frtrigg5/A-new-signature-modelGaussian Process-augmented Expected Signature Classifier.
Jupyter Notebook UpdatedDec 1, 2024 -
deepOBs Public
The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
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multisig Public
Signature-based multi-modal (image, video and audio) classifier.
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tailriskmanagement Public
Tail Risk Management: an Extreme Value Theory Framework with High Frequency Data.
Python BSD 3-Clause "New" or "Revised" License UpdatedDec 8, 2022
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