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1. TensorPCA TensorPCA Public

   Forked from junsupan/TensorPCA

   Tensor Principal Component Analysis ---> https://arxiv.org/abs/2212.12981

   Python 2 1

2. midasml midasml Public

   Forked from jstriaukas/midasml

   midasML package is dedicated to run predictive high-dimensional mixed data sampling models

   R 5

3. Pythia.jl Pythia.jl Public

   Machine learning time series regressions

   Julia 13 6

4. R-Finance/PortfolioAttribution R-Finance/PortfolioAttribution Public

   R 17 11

5. braverock/PerformanceAnalytics braverock/PerformanceAnalytics Public

   R 210 105