Fusing Similarity Models with Markov Chains for Sparse Sequential Recommendation in R and Python
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Jan 7, 2018 - R
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sequential-prediction
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Factoried Personalized Markov Chains for Next Basket Recommendation in R and Python
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Jan 7, 2018 - R
End-to-End Python implementation of Regime-Weighted Conformal (RWC) prediction for sequential VaR control in nonstationary financial markets (Schmitt, 2026). Combines kernel-based regime similarity with exponential time decay to calibrate distribution-free risk bounds. CRSP data validation, GBDT quantile forecasting, and rigorous backtesting.
python machine-learning reproducible-research market-data kernel-methods quantitative-finance uncertainty-quantification value-at-risk gradient-boosting risk-management time-series-analysis backtesting quantile-regression financial-econometrics portfolio-management conformal-prediction sequential-prediction tail-risk icml-2026 crsp-data
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Feb 8, 2026 - Jupyter Notebook
Sequential prediction learning framework and algorithm
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Jan 23, 2022 - Python
A bi-directional LSTM network for sequential prediction
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Dec 25, 2017 - Python
cs2180 course artificial intelligence lab sessions
ai numpy linear-regression probability-distribution logistic-regression perceptron gradient-descent k-nearest-neighbours k-means-clustering sequential-decision-making-problems bigram-model sequential-prediction astar-search-algorithm bfs-search dfs-search
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Jan 4, 2021 - Jupyter Notebook
Sequential prediction and compression challenge under computational constraints
machine-learning compression information-theory university-course sequential-prediction source-modeling
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Apr 21, 2026 - Python
Near-Optimal Online Recalibration for Log Loss DOI: https://doi.org/10.5281/zenodo.21698617
calibration preprint sequential-prediction proper-scoring-rules minimax-rate online-recalibration logarithmic-loss
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Aug 23, 2026 - TeX
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