Pinned Repositories
bond_pricer
101 bond pricer
Fractal
Fractal art
graph_embedding
Graph embedding study, in particular their continuity properties
ito_diffusions
Library for stochastic process simulation
law_of_large_numbers
Playing with the law of large numbers in the case of correlated variables
markov_epidemic
Markov process model of an epidemic on a social network
neural_exploration
Study NeuralUCB and regret analysis for contextual bandit with neural decision
Quant
Quant finance scripts
reinforcement_trading
environment and models for reinforcement learning applied to trading synthetic signals with statistical autocorrelations
stochastic
Repo for miscellanious code related to stochastic simulations
sauxpa's Repositories
sauxpa/neural_exploration
Study NeuralUCB and regret analysis for contextual bandit with neural decision
sauxpa/Quant
Quant finance scripts
sauxpa/ito_diffusions
Library for stochastic process simulation
sauxpa/stochastic
Repo for miscellanious code related to stochastic simulations
sauxpa/bond_pricer
101 bond pricer
sauxpa/reinforcement_trading
environment and models for reinforcement learning applied to trading synthetic signals with statistical autocorrelations
sauxpa/markov_epidemic
Markov process model of an epidemic on a social network
sauxpa/concentration_lib
Concentration bounds
sauxpa/law_of_large_numbers
Playing with the law of large numbers in the case of correlated variables
sauxpa/Fractal
Fractal art
sauxpa/gp_approx_app
web app to visualize GP approximation
sauxpa/ML_101
sauxpa/ns_yc_app
Nelson-Siegel Yield Curve bokeh app
sauxpa/connectivity_loss
Investigate the use of homology-related losses in representation learning
sauxpa/expander_graphs
Toying around expanders
sauxpa/hurst_fitter
Library to fit Hurst index for time series from the autocorrelogram profile
sauxpa/physics_motion
Play with physical trajectory
sauxpa/sauxpa.github.io
sauxpa/summer_invitational_data_open_2020
sauxpa/tda
Application of persistent homology to data analysis and visualization
sauxpa/astro
Short funny problem
sauxpa/end_to_end_piano_transcription
Neural end-to-end piano transcription task
sauxpa/linear-tree
A python library to build Model Trees with Linear Models at the leaves.
sauxpa/MAB
sauxpa/mathgen
Generate random nonsense math papers
sauxpa/meowmeowbeenz
sauxpa/networkx
Official NetworkX source code repository.
sauxpa/random_matrices
Toying around random matrices
sauxpa/rlberry
An easy-to-use reinforcement learning library for research and education.
sauxpa/starter-academic
🎓 Easily create a beautiful academic résumé or educational website using Hugo, GitHub, and Netlify