Aptio V UEFI Editor: an alternative to AMIBCP

VSCode extension to support CSS Variables Intellisense

Sensor for Home Assistant that gets reset at midnight

use efi shell to flash_bios uefi shell强刷bios grub efi shell 解锁bios 隐藏菜单选项 ami

[ICLR 2025] Distilled Decoding 1: One-step Sampling of Image Auto-regressive Models with Flow Matching

Julia package containing utilities intended for Time Series analysis.

Test your abilities in minigames similar to NoPixel

Vector autoregressive model in Julia

A curated list of resources focused on Visual AutoRegressive Modeling, makes GPT-style AR models surpass diffusion transformers in image generation.

Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation

Estimating VARs using sign restrictions in R

R/C++ implementation of Bayes VAR models

A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .

In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models and employ several algorithms to perform feature engineering and selection on a multivariate time series dataset.

VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, and Monte Carlo Simulation. Dive into the intricacies of risk management with precision and confidence.

Analyzing Video Assistant Referee (VAR) decisions in the English Premier League (2019 - 2021)

A simple Docker configuration for PHP, nginx and Varnish

R package for sparse VAR estimation

Shows the basic value at risk (VAR) and conditional value at risk (CVAR) analysis on yfinance collected data using Python.

Stock market prediction on 5 italian companies using VAR model, OLS regressions and LSTM recurrent neural networks over data retrieved from Refinitiv Eikon