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https://github.com/algoplexity/adia-structural-break-challenge

An MDL-based approach to structural break detection for the ADIA Lab Challenge.

https://github.com/algoplexity/adia-structural-break-challenge

Science Score: 26.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
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    Academic publication links
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    Academic email domains
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    Institutional organization owner
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    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (9.7%) to scientific vocabulary
Last synced: 10 months ago · JSON representation

Repository

An MDL-based approach to structural break detection for the ADIA Lab Challenge.

Basic Info
  • Host: GitHub
  • Owner: algoplexity
  • License: mit
  • Language: Jupyter Notebook
  • Default Branch: main
  • Size: 358 KB
Statistics
  • Stars: 0
  • Watchers: 0
  • Forks: 0
  • Open Issues: 0
  • Releases: 0
Created about 1 year ago · Last pushed about 1 year ago
Metadata Files
Readme License

README.md

ADIA-Structural-Break-Challenge

This file will become your README and also the index of your documentation.

Developer Guide

If you are new to using nbdev here are some useful pointers to get you started.

Install ADIAStructuralBreak_Challenge in Development mode

``` sh

make sure ADIAStructuralBreak_Challenge package is installed in development mode

$ pip install -e .

make changes under nbs/ directory

...

compile to have changes apply to ADIAStructuralBreak_Challenge

$ nbdev_prepare ```

Usage

Installation

Install latest from the GitHub repository:

sh $ pip install git+https://github.com/Algoplexity/ADIA-Structural-Break-Challenge.git

or from conda

sh $ conda install -c Algoplexity ADIA_Structural_Break_Challenge

or from pypi

sh $ pip install ADIA_Structural_Break_Challenge

Documentation

Documentation can be found hosted on this GitHub repository’s pages. Additionally you can find package manager specific guidelines on conda and pypi respectively.

How to use

Fill me in please! Don’t forget code examples:

python 1+1 

2

Owner

  • Name: Yeu Wen
  • Login: algoplexity
  • Kind: user
  • Location: Melbourne, Australia

My current research interests lie in causal modeling and inferencing, particularly in applying algorithmic generative models for market regime detection.

GitHub Events

Total
  • Push event: 11
  • Create event: 1
Last Year
  • Push event: 11
  • Create event: 1

Dependencies

.github/workflows/deploy.yaml actions
  • fastai/workflows/quarto-ghp master composite
.github/workflows/test.yaml actions
  • fastai/workflows/nbdev-ci master composite
pyproject.toml pypi
requirements.txt pypi
setup.py pypi