star-history.com: Top Committer 2026

The microprediction stack

Novel algorithms for econometrics, finance and machine learning

timemachines streaming anomalies humpday online black-box optimization allocation streaming portfolios fastrace · rust skaters distributional forecasting winning correlated races · factor probit precise online covariance ice-skaters prophet-laplace skaters-r Skaters.jl Julia R mvtnormfast mlogitfast rprobitfast MultinomialProbit GMRFExtremes FactorMvNormalCDF mvtnorm mlogit Rprobit randomcov regimelib QuantLib models, engines river online ML prophet calibrated by skaters skfolio portfolio construction scikit-learn estimator API
feeds plays well with core (SOTA) collections application outside package

Research and Writing

schurSchur portfolios trading theoryinventory & pricing conformalconformalprediction.net homogenizationregime switching & correctors epidemiologywhere epidemics turn micropredictionthe MIT Press book mechanismsmarkets & scoring rules brownianbanditbudgeted Brownian races browniansearchfew-shot search on Brownian paths kineticskinetic surrogates firstdownNFL first-down strategy economicseconomics of AI production

Interests & Fun

springtheoryestimation as springs pitllmpoint-in-time LLMs latent reasoninglatentreasoning.net pureuseless pure math, vindicated philosophydumbphilosophy.com Infinity Clubfor kids