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asset-allocation-with-hierarchical-risk-parity-and-garch-deco-dcc-simulation

auto_ts

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Now updated with Dask to handle millions of rows.

graphembedding

Implementation and experiments of graph embedding algorithms.

informer2020

The GitHub repository for the paper "Informer" accepted by AAAI 2021.

kshape-python

Python implementation of k-Shape

lstm

Minimal, clean example of lstm neural network training in python, for learning purposes.

sarimax-models

Estimate S-ARIMA-X models with Stochastic Gradient Descent or Kalman Filter

time_series_data_mining

TensorFlow Probability；Time series model