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39 lines
1.3 KiB
Markdown
39 lines
1.3 KiB
Markdown
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A fork to generate on random stock intervals (real data). Some examples:
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----
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# Volt
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Public Implementation of
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[*Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes*](https://arxiv.org/abs/2207.06544)
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by [Gregory Benton](https://g-benton.github.io/), [Wesley Maddox](https://wjmaddox.github.io), and [Andrew Gordon Wilson](https://cims.nyu.edu/~andrewgw/).
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Please cite our work if you find it useful:
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```
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@inproceedings{benton2022volatility,
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title={Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes},
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author={Benton, Gregory and Maddox, Wesley and Wilson, Andrew Gordon Gordon},
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booktitle={International Conference on Machine Learning},
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year={2022},
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organization={PMLR}
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}
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```
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## Explanatory Notebook
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To see an overview of how to use Volt with synthetically generated code, see the `Example` notebook which walks through how the code is organized step by step.
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## Experiments
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The two core experimental settings from the paper involve modeling historical wind speeds and stock prices. The code to run these experiments with example commands is in the `experiments` folder.
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