Pinned Repositories
BayesLogit
Fast, exact Bayesian inference for logistic likelihoods.
courses
Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1
Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
DeepLearning-500-questions
深度学习500问,以问答形式对常用的概率知识、线性代数、机器学习、深度学习、计算机视觉等热点问题进行阐述,以帮助自己及有需要的读者。 全书分为18个章节,50余万字。由于水平有限,书中不妥之处恳请广大读者批评指正。 未完待续............ 如有意合作,联系scutjy2015@163.com 版权所有,违权必究 Tan 2018.06
DeepLearningBook
MIT Deep Learning Book in PDF format
equalitySP500
Reference code to Portfolio Selection: The Power of Equal Weight
extremeNN
a R implementation of extreme learning machine
gerber
Gerber robust statistics for portfolio optimization
gpu_smc
A GPU implementation of the particle filter with Metropolis Hastings
Quantlib
Quantlib学习研究
yinsenm's Repositories
yinsenm/equalitySP500
Reference code to Portfolio Selection: The Power of Equal Weight
yinsenm/awesome-deep-learning-papers
The most cited deep learning papers
yinsenm/block-pgibbs
Code for the numerical illustration in the paper 'Blocking Strategies and Stability of Particle Gibbs Samplers'
yinsenm/coding-interview-university
A complete computer science study plan to become a software engineer.
yinsenm/console
Windows Console Tools
yinsenm/coursera-machine-learning
Repo for coursera course, Machine Learning by Andrew Ng
yinsenm/Deep-Learning-Boot-Camp
A community run, 5-day PyTorch Deep Learning Bootcamp
yinsenm/Deep-Learning-Papers-Reading-Roadmap
Deep Learning papers reading roadmap for anyone who are eager to learn this amazing tech!
yinsenm/deep-learning-with-python-notebooks
Jupyter notebooks for the code samples of the book "Deep Learning with Python"
yinsenm/dmbvs
Dirichlet-Multinomial Bayesian Variable Selection
yinsenm/dmm
Deep Markov Models
yinsenm/gluon-tutorials-zh
通过MXNet/Gluon来动手学习深度学习
yinsenm/hmmlearn
Hidden Markov Models in Python, with scikit-learn like API
yinsenm/kalman
Header-only C++11 Kalman Filtering Library (EKF, UKF) based on Eigen3
yinsenm/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.
yinsenm/mlinterp
Fast arbitrary dimension linear interpolation in C++
yinsenm/NG_Deep_Learn
yinsenm/photo-mosaic
Photographic mosaic experiment in Clojure.
yinsenm/pmtk3
Probabilistic Modeling Toolkit for Matlab/Octave.
yinsenm/pypolyagamma
Fast C code for sampling Polya-gamma random variates. Builds on Jesse Windle's BayesLogit library.
yinsenm/pyslds
yinsenm/recurrent-slds
Recurrent Switching Linear Dynamical Systems
yinsenm/reinforcement-learning-an-introduction
Python implementation of Reinforcement Learning: An Introduction
yinsenm/relax
Optimizing control variates for black-box gradient estimation
yinsenm/stan
Stan development repository (home page is linked below). The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details.
yinsenm/stat525
Stat 525 Bayesian Analysis Course Notes
yinsenm/stock-prediction
Stock price prediction with recurrent neural network. The data is from the Chinese stock.
yinsenm/Tukeytransforms
Code for the paper Tukey’s transformational ladder for portfolio management
yinsenm/tutorial-parallel-basics
Tutorial on basic parallelization tools in R, Python, Matlab, and C, focusing on threaded linear algebra and parallel for loops.
yinsenm/ucrdtw
Python extension for UCR Suite highly optimized subsequence search using Dynamic Time Warping (DTW)