var

Aptio V UEFI Editor: an alternative to AMIBCP

VSCode extension to support CSS Variables Intellisense

Sensor for Home Assistant that gets reset at midnight

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

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.

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

Vector autoregressive model in Julia

Test your abilities in minigames similar to NoPixel

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

[NeurIPS'25] FreqExit: Enabling Early-Exit Inference for Visual Autoregressive Models via Frequency-Aware Guidance

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)

R package for sparse VAR estimation

A simple Docker configuration for PHP, nginx and Varnish