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  1. regimechange regimechange Public

    Non-parametric method for estimating regime change in bivariate time series setting.

    Python 13 5

  2. sharpemax sharpemax Public

    Sharpe ratio portfolio maximization by way of quadratic programming.

    R 4 1

  3. uplift uplift Public

    Uplift modeling and estimation via the "Uplift Support Vector Machine".

    Python