"AI-Trader: Can AI Beat the Market?" Live Trading: https://hkuds.github.io/AI-Trader/

code to reproduce results in paper Residual Distribution Predictive Systems

Conformal Prediction for Time-series Forecasting with Change Points

Code for paper "Why Do Transformers Fail to Forecast Time Series In-Context?"

The provided files implement the method proposed in the paper "Split conformal classification with unsupervised calibration"

Python library for confidence sequences, sequential testing, e-processes, e-values, and game-theoretic probability.

Official Repository for TimeSeriesScientist

Julia package for time series forecasting, inspired by R’s forecast package—part of the TAFS Forecasting Ecosystem.

A Python library for conformal prediction, providing tools for uncertainty quantification in regression and classification tasks.

📚 Discover curated papers on time series explanation and interpretability to enhance your research and practice in this growing field.

Adaptive, distribution-free prediction intervals for financial time series using Temporal Conformal Prediction (TCP). Benchmarked against GARCH, Quantile Regression, and Historical Simulation.

This repository holds the code developed during my Master theis

2025 Fall seminar on "Theoretical Foundations of Conformal Prediction"

pyFAST is a research-driven, modular Python framework built for advanced and efficient time series analysis, especially excelling in multi-source and sparse data scenarios.

Conformal Prediction for Reinforcement Learning

DT-sampler with conformal prediction

Code release for "Conformal Prediction for Long-Tailed Classification"