Gavin Chan

Results 12 issues of Gavin Chan

Initial commit on Levenberg Marquardt algorithm #33

cla: no

Could we have one more parameter, e.g. priority (between 0 and 100), for the users the customize the cost of setup/teardown fixture? For example, ```python @pytest.fixture(scope="session", params=[1, 2, 3], priority=100)...

type: enhancement
type: proposal
topic: parametrize

The change is to add the "awesome" list of the github groups / organisations of the financial institutions.

The change add the extension `jupyterlab-executor` to the "Other" list

Handle the signals SIGINT SIGTERM to exit cleanly. To exit cleanly, the threads should be killed one by one. Reference: https://pymotw.com/2/signal/

enhancement

Currently SQL is executed at every commit and file flushes at every insertion. It is observed during early start up of the process, it spent a lot time to processing...

enhancement

The change is to allow user to switch NumPy to other alternatives which can be run on GPU / TPU instances.

POC change for [question](https://github.com/bashtage/arch/issues/633) to demean the fitting series on the fly. Test cases will be added after the change is agreed by @bashtage

I saw in the [documentation](https://arch.readthedocs.io/en/latest/univariate/univariate_volatility_forecasting.html?highlight=rolling#Rolling-Window-Forecasting) that rolling window forecast can be applied with parameter `first_obs` and `last_obs`, while I am looking for an approach with minimal runtime overhead to 1....