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  • Eyk Data
  • Rotterdam, The Netherlands

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@eyk-data
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  1. automahalanobis automahalanobis Public

    A PyTorch implementation of an autoencoder trained to minimize the Mahalanobis distance between input and reconstruction.

    Python 24 3

  2. ANN2 ANN2 Public

    Neural Networks package for R with a fast C++ back-end and special support for unsupervised anomaly detection using autoencoders

    C++ 11 3

  3. categorical_embedding categorical_embedding Public

    An embedding for categorical data that is well suited for anomaly detection.

    Jupyter Notebook 1

  4. hierarchical_prophet hierarchical_prophet Public

    A hierarchical (in a Bayesian way) implementation of FB Prophet. Can be used to model multiple correlated timeseries simultaneously

    Jupyter Notebook

  5. tradingtools tradingtools Public

    Tools to help with making automated trading decisions, executing orders and backtesting new strategies

    Python 1

  6. pyod_model_exploration pyod_model_exploration Public

    Code to benchmark several unsupervised anomaly detection models on various data sets

    Jupyter Notebook