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  1. state-recession-nets state-recession-nets Public

    Dynamic state-level correlation networks vs an engineered macro baseline for US recession prediction.

    Jupyter Notebook

  2. tkan-lob-classifier tkan-lob-classifier Public

    Temporal Kolmogorov-Arnold Network for high-frequency Order Flow Imbalance classification on LOBSTER tick data — vs LSTM baseline . PyTorch.

    Jupyter Notebook