Stories by carlcarrie

Time Series Thursday: Master / Stocks

Market-Guided Stock Transformer for Stock Price Forecasting

Information Leakage is adversarial to model performance – paper

Llemma: Open Language Models, Llama-Based for Math and Financial Models

State-space volume+volatility intraday model for SP500: code and paper

eBook: Causal Factor Investing Can Factor Investing Become Scientific?

LLMTime: LLMs Are Zero-Shot Time Series Forecasters – NeurIPS2023 Paper and Code

Microsoft the Dawn of LMMs: Preliminary Explorations with GPT-4V(ision)

New time-series benchmarks and models – paper, benchmarks and code

Cleanlab is a Python libraary for automated data-cleaning and training of data

Python library for time series forecasting implements latest techniques

Vizro – McKinsey Python-open-source DataViz library

Market Microstructure Features Paper

Latest time series models benchmarked and implemented in this library

Paper – Online Learning of Order Flow with Bayesian Change-Point Detection

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