Pinned Repositories
dynamax
State Space Models library in JAX
hacker-laws
💻📖 Laws, Theories, Principles and Patterns that developers will find useful. #hackerlaws
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
mental-models
A list of mental models
rebayes
Recursive Bayesian Estimation (Sequential / Online Inference)
tf_probability
Probabilistic reasoning and statistical analysis in TensorFlow
rmallof's Repositories
rmallof/algorithmica
A computer science textbook
rmallof/arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
rmallof/bybit-smm
bybit simple market maker
rmallof/cvxportfolio
Portfolio optimization and back-testing.
rmallof/deeptime_ts
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
rmallof/efficient-kan
An efficient pure-PyTorch implementation of Kolmogorov-Arnold Network (KAN).
rmallof/epo
Enhanced Portfolio Optimization (EPO)
rmallof/FourierKAN
rmallof/grok-1
Grok open release
rmallof/imbalanced-learn
A Python Package to Tackle the Curse of Imbalanced Datasets in Machine Learning
rmallof/joern
Open-source code analysis platform for C/C++/Java based on code property graphs
rmallof/llamafile
Distribute and run LLMs with a single file.
rmallof/llm.c
LLM training in simple, raw C/CUDA
rmallof/LLM4Decompile
Reverse Engineering: Decompiling Binary Code with Large Language Models
rmallof/marker
Convert PDF to markdown quickly with high accuracy
rmallof/mm-toolbox
toolbox of fast mm-related funcs
rmallof/MS-DOS
The original sources of MS-DOS 1.25, 2.0, and 4.0 for reference purposes
rmallof/nevergrad
A Python toolbox for performing gradient-free optimization
rmallof/OpenVoice
Instant voice cloning by MyShell.
rmallof/pairs_trading
experiments with pair trading
rmallof/particles
Sequential Monte Carlo in python
rmallof/pykan
Kolmogorov Arnold Networks
rmallof/pymer4
All the convenience of lme4 in python
rmallof/pyvinecopulib
A Python library for vine copula models
rmallof/QuantConnectDocumentation
QuantConnect Wiki Style Documentation Behind QuantConnect
rmallof/QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
rmallof/QuantLib-SWIG
QuantLib wrappers to other languages
rmallof/rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
rmallof/schedule_free
Schedule-Free Optimization in PyTorch
rmallof/surya
OCR, layout analysis, reading order, line detection in 90+ languages