Popular GitHub Repositories for Var

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.

High-performance Image Tokenizers for VAR and AR

In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models and employ several algorithms to perform feature engineering and selection on a multivariate time series dataset.

Forex as timeseries prediction, comparing ARIMA/VAR and LSTM

Toolkit functions and example outputs for Bayesian (Structural) Vector Autoregressive (VAR) models

Scalable Volt-VAR Optimization using RLlib-IMPALA Framework: A Reinforcement Learning Approach

we present an evaluation framework, named Visual Adversarial Recommender (\var), to empirically investigate the performance of defended or undefended DNNs in various visually-aware item recommendation tasks.

Stock market prediction on 5 italian companies using VAR model, OLS regressions and LSTM recurrent neural networks over data retrieved from Refinitiv Eikon

VAR vs. LSTM: Multivariate Forecasting of Factor Returns

Tutorial on Auto_TS : Automatically build ARIMA, SARIMAX, VAR, FB Prophet and ML Models on Time Series data sets with a Single Line of Code

Machine Learnings Application on Airquality datsets. Implemented many analytical models on air quality dataset and compared them on the basis of mean squared error , root mean squared error, mean absolute error and and Accuracy.

Comparative Analysis of Statistical and Machine Learning Models for Enhanced Cryptocurrency Price Prediction with Technical Indicator Integration

Simulated 1-day 99% Monte Carlo VaR with Basel III regulatory backtesting

Momentum trading strategy for crypto using ML (XGBoost) vs traditional logic — with backtesting, VaR risk analysis & Monte Carlo simulation.