Samuel Monnier (@sam31415)
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sam31415

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Top repositories

1

timeseriescv

Scikit-learn style cross-validation classes for time series data
Python
263
star
2

G-Research-financial-forecasting-challenge

Jupyter Notebook
6
star
3

time-dependent-estimation

Experiments on the estimation of time-dependent sensitivities / factor loadings in factor models.
Jupyter Notebook
1
star