AnastasisKratsios
Geometric Deep Learning + ML in Mathematical Finance
Mcmaster UniversityHamilton, Canada
Pinned Repositories
AnastasisKratsios
AnastasisKratsios.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
Architopes_Semisupervised
Semi_Supervised Implementation of the Feed-Forward Architope
Deep_Markowitz_Minimum_Variance_Prediction
Some code for predicting optimal Markowitz portfolios one time-step ahead on cryptos.
GSI_2023
Code of GSI 2023 Paper
NEU_Non_Euclidean_Upgrading
Code for: 'NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation' available at: https://www.jmlr.org/papers/v22/18-803.html
NeurIPS2020_Non_Euclidean_Universal_Approximation_Example_DNN_Layer_Comparisons
Comparison of DNNs whose layers satisfy/violate Assumptions 3.1/3.2 of the paper.
Python_Basics
Teaching_MachineLearningFinance
Universal_Regular_Conditional_Distributions_Kratsios_2021
Accompaniment for paper
AnastasisKratsios's Repositories
AnastasisKratsios/Teaching_MachineLearningFinance
AnastasisKratsios/Architopes_Semisupervised
Semi_Supervised Implementation of the Feed-Forward Architope
AnastasisKratsios/NeurIPS2020_Non_Euclidean_Universal_Approximation_Example_DNN_Layer_Comparisons
Comparison of DNNs whose layers satisfy/violate Assumptions 3.1/3.2 of the paper.
AnastasisKratsios/Deep_Markowitz_Minimum_Variance_Prediction
Some code for predicting optimal Markowitz portfolios one time-step ahead on cryptos.
AnastasisKratsios/GSI_2023
Code of GSI 2023 Paper
AnastasisKratsios/NEU_Non_Euclidean_Upgrading
Code for: 'NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation' available at: https://www.jmlr.org/papers/v22/18-803.html
AnastasisKratsios/Python_Basics
AnastasisKratsios/AnastasisKratsios
AnastasisKratsios/AnastasisKratsios.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
AnastasisKratsios/Architopes
AnastasisKratsios/Architopes_Rand_Features
Deep Random Feature Architopes
AnastasisKratsios/Universal_Regular_Conditional_Distributions_Kratsios_2021
Accompaniment for paper
AnastasisKratsios/Bagged_Localized_Networks
Implements a variation of Architopes were the input space is partitioned into nested hypercubes. Implicit bagging and boosting is therefor performed.
AnastasisKratsios/Deep_Arbitrage_Free_Regularization
Arbitrage-Free Regularization code for paper by A. Kratsios and C. Hyndman
AnastasisKratsios/Example_Bad_Good_Feature_and_Readout_Maps
Accompanying example for the paper: https://arxiv.org/abs/2006.02341 Demonstrating the effect of properly chosen, and poorly-chosen, input and output layers of a DNN.
AnastasisKratsios/K_Means_Clustering_for_Housing_Market
Created (Closed) Voronoi cells using K_Means Algorithm
AnastasisKratsios/kernel_regression
Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.
AnastasisKratsios/ml
Machine Learning Projects and Learning Content
AnastasisKratsios/MVA2-PCA
Principal Component Analysis of Yield Curves
AnastasisKratsios/pymanopt
Python toolbox for optimization on Riemannian manifolds with support for automatic differentiation
AnastasisKratsios/Random_Lipschitz_Partition
Random Lipschitz Partition of Space
AnastasisKratsios/Risk_Bound_Ablation
AnastasisKratsios/SDE-Net
implementations sde-net
AnastasisKratsios/Shape_Representation_Yield_Curve
Brief code to extract the "shape" feature of a yield curve
AnastasisKratsios/Univariate_NEU_Regression
Non-Euclidean Upgrading Applied to Univariate Regression (https://arxiv.org/abs/1809.00082)