Pinned Repositories
bitcoin_price_forecasting
Developing pricing models for Bitcoin
HMC_TruncatedGaussian
Hamiltonian Markov Chain (HMC) code for generating multivariate truncated Gaussian random variables with general covariance matrix and linear inequality constraints.
IC_Selection
Code for model selection via five information criteria: Akaike's information criterion (AIC), the corrected AIC for finite length observations (AICc), Bayesian information criterion (BIC), two-stage Minimum Description Length (MDL) and normalized Minimum Description Length (nMDL). The dictionaries are the Frequency (Fourier) dictionary and the Frequency + Spike dictionary. Model selection is performed with Orthogonal Matching Pursuit or the simple Threshold method.
MaxEntTM
Code repository for "Spatiotemporal Traffic Matrix Synthesis", Paul Tune and Matthew Roughan, ACM SIGCOMM 2015, London, UK, August 2015.
movielens-diversity-metric
Implementation of Spotify's Generalist-Specialist score on the MovieLens dataset.
multiarm_kelly_portfolio
Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
scalaz-examples
Some examples in Scalaz
ssd-video
Playing around with detection on video.
tabnet-modified
Modification of TabNet as suggested in the Medium article, "The Unreasonable Ineffectiveness of Deep Learning on Tabular Data"
ptuls's Repositories
ptuls/tabnet-modified
Modification of TabNet as suggested in the Medium article, "The Unreasonable Ineffectiveness of Deep Learning on Tabular Data"
ptuls/multiarm_kelly_portfolio
Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
ptuls/MaxEntTM
Code repository for "Spatiotemporal Traffic Matrix Synthesis", Paul Tune and Matthew Roughan, ACM SIGCOMM 2015, London, UK, August 2015.
ptuls/IC_Selection
Code for model selection via five information criteria: Akaike's information criterion (AIC), the corrected AIC for finite length observations (AICc), Bayesian information criterion (BIC), two-stage Minimum Description Length (MDL) and normalized Minimum Description Length (nMDL). The dictionaries are the Frequency (Fourier) dictionary and the Frequency + Spike dictionary. Model selection is performed with Orthogonal Matching Pursuit or the simple Threshold method.
ptuls/bitcoin_price_forecasting
Developing pricing models for Bitcoin
ptuls/HMC_TruncatedGaussian
Hamiltonian Markov Chain (HMC) code for generating multivariate truncated Gaussian random variables with general covariance matrix and linear inequality constraints.
ptuls/movielens-diversity-metric
Implementation of Spotify's Generalist-Specialist score on the MovieLens dataset.
ptuls/scalaz-examples
Some examples in Scalaz
ptuls/ssd-video
Playing around with detection on video.
ptuls/Alpha-Transformer
Alpha Zero equipped with Transformer with various novel techniques for speedup in tree search
ptuls/bloom
C++ Bloom Filter Library
ptuls/data_structures
A collection of data structures
ptuls/Denoise-Transformer-AutoEncoder
ptuls/diffusion-evolution
Diffusion model derived evolutionary algorithm
ptuls/google-research
Google Research
ptuls/large_deviations_tech
Technical report on the application of stochastic orders in network algorithmics.
ptuls/libbf
:dart: Bloom filters for C++11
ptuls/lifelines
Survival analysis in Python
ptuls/magicranker
An open-source stock ranking and filtering tool based on the Magic Formula.
ptuls/network_design_sensitivity
Network sensitivity design code from P. Tune and M. Roughan, "Network-Design Sensitivity Analysis", ACM SIGMETRICS 2014, Austin, Texas, USA.
ptuls/network_sketching
Streaming and information work
ptuls/neural_fader_hardie
A modern update to the Fader-Hardie contractual churn model with neural networks into the mix
ptuls/neural_prophet
NeuralProphet - A simple forecasting model based on Neural Networks in PyTorch
ptuls/radio_murakami
A bot to provide daily inspirational quotes emulating Haruki Murakami
ptuls/rico-json-processing
JSON Processing of RICO Dataset
ptuls/scala-mcts-tutorial
Mock tutorial for learning MCTS and Scala
ptuls/spark-compose
Composable pipelines in Apache Spark.
ptuls/spark-gp
Gaussian Process Regression on Apache Spark
ptuls/wind_demo
Simple data wrangling of South Australia's wind generation production over 2015 till the present.