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kmedian's Projects

ctmc icon ctmc

Continuous Time Markov Chain

ctmc2 icon ctmc2

Continous Time Markov Chain (with automatic error correction)

jackknife icon jackknife

Jackknife resampling, parameter estimation and stability test.

keras-layernorm-rnn icon keras-layernorm-rnn

RNNs with layer normalization; Prep package for tensorflow/addons, see v0.8.2, and commit https://github.com/tensorflow/addons/commit/cdb43ffd7e4b89d6ce8cdadcd62fec46c7f0f7fa

korr icon korr

collection of utility functions for correlation analysis

numertweak icon numertweak

some utility functions for the numerai competition

onehot icon onehot

One-Hot encoder with sklearn-ish API interface that process mixed string and numeric labels directly.

panelctmc icon panelctmc

Continuous Time Markov Chain for daily panel data and annual transition probabilities

pctl_scale icon pctl_scale

Scale a variable into an open interval (0,1) whereas values within a given lower and upper percentile maintain a linear relation, and outlier saturate towards the interval limits.

potpourri icon potpourri

model zoo of different preconfigured algorithms

randdate icon randdate

Generate a list of random dates or resp. datetime objects

threesplit icon threesplit

Three-way data split into training set, validation set, and test set.

yearfrac icon yearfrac

Difference between dates as a fraction of 1 year

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