#Linear-models

cure-lab

LTSF-Linear

[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"

psychbruce

bruceR

📦 BRoadly Useful Convenient and Efficient R functions that BRing Users Concise and Elegant R data analyses.

eigenfoo

tests-as-linear

Python port of "Common statistical tests are linear models" by Jonas Kristoffer Lindeløv.

m-clark

book-of-models

Spells for everyday living, also a book -- Models Demystified -- now available!

microsoft

augmented-interpretable-models

Interpretable and efficient predictors using pre-trained language models. Scikit-learn compatible.

manuwhs

Trapyng

Python library to implement advanced trading strategies using machine learning and perform backtesting.

felixpatzelt

priceprop

Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.