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An annotated implementation of the Transformer paper.
Multi-layer Recurrent Neural Networks (LSTM, GRU, RNN) for character-level language models in Torch
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
An open-source academic paper management tool.
Library of deep learning models and datasets designed to make deep learning more accessible and accelerate ML research.
Deep Learning for Symbolic Mathematics
Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
Notes about "Attention is all you need" video (https://www.youtube.com/watch?v=bCz4OMemCcA)
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Machine Learning in Finance: From Theory to Practice Book
Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
Thesis support material
Resources for Python Crash Course, from No Starch Press.
This project aims to address high-dimensional PDEs, focusing on Geometric Brownian Motion in two distinct contexts. The first is the standard model, and the second, involves correlated stocks. This…
Efficient Computation of Lyapunov Functions Using Deep Neural Networks for the Assessment of Stability in Controller Design
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
Example code for Fluent Python, 2nd edition (O'Reilly 2022)
Solidity, the Smart Contract Programming Language
Python Data Science Handbook: full text in Jupyter Notebooks
An implementation of the Grammar of Graphics in R
Plotting Assignment 1 for Exploratory Data Analysis