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  1. TensorPCA TensorPCA Public

    Forked from junsupan/TensorPCA

    Tensor Principal Component Analysis ---> https://arxiv.org/abs/2212.12981

    Python 2 1

  2. midasml midasml Public

    Forked from jstriaukas/midasml

    midasML package is dedicated to run predictive high-dimensional mixed data sampling models

    R 3

  3. Pythia.jl Pythia.jl Public

    Machine learning time series regressions

    Julia 13 6

  4. R-Finance/PortfolioAttribution R-Finance/PortfolioAttribution Public

    R 17 11

  5. braverock/PerformanceAnalytics braverock/PerformanceAnalytics Public

    R 203 105