├── .gitignore ├── JM_value_example.png ├── LICENSE ├── README.md ├── environment.yaml ├── examples └── nasdaq │ ├── data │ ├── NDX.csv │ └── NDX.pkl │ ├── example.ipynb │ ├── example.py │ ├── feature.py │ ├── get_data.py │ ├── plots │ ├── CJM_lambd-600.0_test_online.pdf │ ├── CJM_lambd-600.0_train.pdf │ ├── JM_lambd-0.0_train.pdf │ ├── JM_lambd-50.0_test_online.pdf │ ├── JM_lambd-50.0_train.pdf │ ├── SJM_lambd-50.0_max-feats-3.0_test_online.pdf │ └── SJM_lambd-50.0_max-feats-3.0_train.pdf │ └── utils_dir.py ├── jumpmodels ├── __init__.py ├── base.py ├── jump.py ├── plot.py ├── preprocess.py ├── sparse_jump.py └── utils │ ├── __init__.py │ ├── calculation.py │ ├── cluster.py │ ├── index.py │ └── validation.py └── pyproject.toml /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Yizhan-Oliver-Shu/jump-models/HEAD/.gitignore -------------------------------------------------------------------------------- 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