London, UK

valeman

Elite
@valeman

Machine Learning | Probabilistic Prediction | Time-series | Systematic Trading | Forecasting Innovation | Creator of Awesome Conformal Prediction

Awesome_Math_Books.

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awesome-conformal-prediction. A professionally curated list of awesome Conformal Prediction videos, tutorials, books, papers, PhD and MSc theses, articles and open-source libraries.

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Transformers_And_LLM_Are_What_You_Dont_Need. The best repository showing why transformers might not be the answer for time series forecasting and showcasing the best SOTA non transformer models.

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Awesome_CatBoost. The repository to showcase the best framework for tabular data - the Awesome CatBoost

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Mastering-Modern-Time-Series-Forecasting-The-Complete-Guide. The repo for Mastering Modern Time Series Forecasting : The Complete Guide to Statistical, Machine Learning & Deep Learning Models in Python book https://valeman.gumroad.com/l/MasteringModernTimeSeriesForecasting

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smote_is_what_you_dont_need. The best repository showing why SMOTE and resampling methods might not be the answer for imbalanced data problems

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Multi-class-probabilistic-classification. Multi-class probabilistic classification using inductive and cross Venn–Abers predictors

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bayesianism_is_what_you_dont_need. The best repo showing why bayesianism is a complete misnomer

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calibration_is_what_you_need.

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scikit-learn-is-what-you-dont-need. The best repo showing why scikit-learn is not what it seems also showing alternatives

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VennABERS. Fast implementation of Venn-ABERS probabilistic predictors

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TabPFN_Is_What_You_Dont_Need. The best repo showing why TabPFN doesn’t work.

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awesome-kalman-filter. A curated list of awesome libraries, projects, tutorials, papers, and other resources related to Kalman Filter(KF). This repository aims to be a comprehensive and organized collection that will help researchers and developers in the world of KF!

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TimeKAN. An offical implementation of "TimeKAN: KAN-based Frequency Decomposition Learning Architecture for Long-term Time Series Forecasting" (ICLR 2025)

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Awesome-time-series-1.

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cp-op. Replication of "Conformal prediction of option prices", 2024, Joao A. Bastos (https://doi.org/10.1016/j.eswa.2023.123087) with some extensions.

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ml-for-finance. Jupyter Notebook

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Modeva. Integrated tool for model development and validation

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awesome-deep-time-series-representations. A curated list of state-of-the-art papers on deep learning for universal representations of time series.

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TabKANet. TabKANet, Use Kolmogorov Arnold network and Transformer to unify tabular data modeling.

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conformal-prediction-intro. Intro to Conformal prediction

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Times2D. A novel time series forecasting method, Times2D, transforms 1D data into 2D space using multi-period decomposition and derivative heatmaps to achieve state-of-the-art performance.

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MultiRocket. Multiple pooling operators and transformations for fast and effective time series classification

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Awesome-Decision-Science. An evergrowing, professionally curated list of resources on everything decision-making: videos, tutorials, books, papers, theses, articles, datasets, and open-source libraries.

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Time-Series-Forecasting-and-Deep-Learning. Resources about time series forecasting and deep learning.

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CNN-KAN. A modified CNN architecture using Kolmogorov-Arnold Networks

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conformal.glm. conformal prediction for generalized linear regression models

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mSSA. Multivariate Singular Spectrum Analysis (mSSA): Forecasting and Imputation algorithm for multivariate time series

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TQNet. [ICML 2025] Official repository of the TQNet paper: "Temporal Query Network for Efficient Multivariate Time Series Forecasting". This work is developed by the Lab of Professor Weiwei Lin (linww@scut.edu.cn), South China University of Technology; Pengcheng Laboratory.

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pearsonify. Lightweight Python package for generating classification intervals in binary classification tasks using Pearson residuals and conformal prediction.

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long-tail-conformal. Code release for "Conformal Prediction for Long-Tailed Classification"

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Modern-Time-Series-Forecasting-with-Python-2E. Modern Time Series Forecasting with Python 2E, Published by Packt

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linkedIn_auto_jobs_applier_with_AI. LinkedIn_AIHawk is a tool that automates the jobs application process on LinkedIn. Utilizing artificial intelligence, it enables users to apply for multiple job offers in an automated and personalized way.

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plexe. ✨ Build a machine learning model from a prompt

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Fourier. Python and MatLab code for Fourier transform book

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conformal_prediction_and_beyond. Conformal prediction applied both to exchangeable and time-series data. Carried out as part of (UB 2023) MSc thesis work.

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luigi. Luigi is a Python module that helps you build complex pipelines of batch jobs. It handles dependency resolution, workflow management, visualization etc. It also comes with Hadoop support built in.

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Awesome_CQR.

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M6_winning_solution. R

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Awesome-TimeSeries-LLM-FM. The collection of resources about LLM for Time series tasks

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Solar-Radiation-Forecasting. Code for Master's dissertation: Solar Radiation Forecasting with Deep Learning and Conformal Prediction

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GLAFF. PyTorch implementation of "Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective" (NeurIPS 2024)

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FinTSB. FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

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Algorithmic_Trading_with_Python. This comprehensive, hands-on course provides a thorough exploration into the world of algorithmic trading, aimed at students, professionals, and enthusiasts with a basic understanding of Python programming and financial markets.

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perpetual. A self-generalizing gradient boosting machine that doesn't need hyperparameter optimization

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frouros. Frouros: an open-source Python library for drift detection in machine learning systems.

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scikit-llm. Seamlessly integrate LLMs into scikit-learn.

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FinanceDatabase. This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

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timesfm. TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.

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UniTS. A unified time series model.

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ETC3550Slides. Slides for a forecasting course based on "Forecasting: Principles and Practice"

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SLCP. Conformal Prediction with Localized De-correlation

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Awesome-Out-Of-Distribution-Detection. A professionally curated list of papers, tutorials, books, videos, articles and open-source libraries etc for Out-of-distribution detection, robustness, and generalization

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SpringerML. Downloads free Machine Learning and Data books from Springer

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Ensemble-Regularized-Adaptive-Prediction-Set-ERAPS. Official repository for the ICML 2022 DFUQ paper: conformal prediction sets for time-series

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TS4CP. Code for enhancing Conformal Prediction using Temperature Scaling. Explore more of our work at:

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preference-based-cp. Jupyter Notebook

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RusTaLib. Technical Indicators Library, for time series data.

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kaggle-past-time-series-competition.

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