Venodda
Ph.D. Candidate in Math@NUS, graduated from Math@THU.
National University of SingaporeSingapore
Venodda's Stars
google/jax
Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more
mongodb/mongo
The MongoDB Database
py-why/dowhy
DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.
KaimingHe/deep-residual-networks
Deep Residual Learning for Image Recognition
lballabio/QuantLib
The QuantLib C++ library
careercup/CtCI-6th-Edition-Python
Cracking the Coding Interview 6th Ed. Python Solutions
google-deepmind/open_spiel
OpenSpiel is a collection of environments and algorithms for research in general reinforcement learning and search/planning in games.
py-why/EconML
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
PKUFlyingPig/Self-learning-Computer-Science
the resources I use to learn computer science in my spare time
PythonOT/POT
POT : Python Optimal Transport
fedecaccia/avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
ShiqinHuo/Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
Trinkle23897/learn2018-autodown
清华大学新版网络学堂课程自动下载脚本 / A python script to clone all files from learn.tsinghua.edu.cn
scikit-fmm/scikit-fmm
scikit-fmm is a Python extension module which implements the fast marching method.
hansbuehler/deephedging
Implementation of the vanilla Deep Hedging engine
amuguruza/NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
facebookresearch/MathsFromExamples
Source code, datasets and trained models for the paper Learning Advanced Mathematical Computations from Examples (ICLR 2021), by François Charton, Amaury Hayat (ENPC-Rutgers) and Guillaume Lample
jvgomez/fast_methods
N-Dimensional Fast Methods: Fast Marching, Fast Sweeping, Group Marching, Fast Iterative, etc.
netneurolab/pypyls
A Python implementation of Partial Least Squares (PLS) decomposition
nus-sys/cs5223-labs
Andres-Hernandez/CalibrationNN
Model Calibration with Neural Networks
ettersi/ComputationalMathematics
Lecture slides and homework assignments for MA5233 Computational Mathematics at the National University of Singapore.
yifanc96/NonLinPDEs-GPsolver
Code for the paper: Solving and Learning Nonlinear PDEs with Gaussian Processes
markveillette/stbl
MATLAB library for working with alpha stable distributions
JackJacquier/Heston-normal-and-rough
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
amuguruza/RoughFCLT
ZehaoDou-official/Solutions-for-Math-Textbooks
In this repository, I place my solution for the exercises in multiple famous math textbooks, including Stochastic Differential Equation, Partial Differential Equation, Optimization and so on.
imyoungmin/FSM
Fast Sweeping Method
yifanc96/PDEs-GP-KoleskySolver
Code for the paper: Sparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processes
jeanhiou/MOT
Work on Martingale optimal transport