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xmootoo/README.md

Welcome 👋🏼

I'm Xavier, a published mathematician with a background in classical music, now focused on machine learning and quantitative finance. My research focuses on machine learning methods for time series analysis, most recently on conformal prediction for uncertainty quantification, with work featured at NeurIPS and other several top-tier journals.

For more info, visit my website at: xaviermootoo.com.

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  1. OpTrade OpTrade Public

    A comprehensive framework for researching, forecasting, and developing options trading strategies.

    Python 4 1

  2. sss-official sss-official Public

    A framework for variable-length time series classification (VSTC) with local signal interpretability.

    Python 4

  3. ssl-seizure-detection ssl-seizure-detection Public

    Self-supervised learning with graph neural network backbones for seizure detection in iEEG data.

    Jupyter Notebook 8 1

  4. conformal-fama-french conformal-fama-french Public

    Conformal time series forecasting of daily returns for the S&P 500 using Fama-French factors.

    Python 2

  5. patchtstblind patchtstblind Public

    A blind reproduction of PatchTST model for time series forecasting.

    Python 5 1

  6. Xanadu-Codebook Xanadu-Codebook Public

    Solutions to the Xanadu Quantum Codebook codercises.

    Jupyter Notebook 7 2