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World beating online covariance and portfolio construction.

Jupyter Notebook 274 48 Updated Dec 28, 2024

Pen and paper exercises in machine learning

TeX 1,945 141 Updated May 21, 2024

Iterative State Estimation in Non-linear Dynamical Systems Using Approximate Expectation Propagation

Jupyter Notebook 11 1 Updated Jun 30, 2022

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Python 1,595 203 Updated Dec 30, 2024