A high-performance algorithmic trading platform and event-driven backtester

Numerical quadrature with JAX

Interpolation and function approximation with JAX

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.

Flax is a neural network library for JAX that is designed for flexibility.

Turns Data and AI algorithms into production-ready web applications in no time.

Dataset and Code for our ACL 2024 paper: "Multimodal Table Understanding". We propose the first large-scale Multimodal IFT and Pre-Train Dataset for table understanding and develop a generalist tab…

Uncertainty quantification using Bayesian neural networks in classification (MIDL 2018, CSDA)

Code for MC Dropout and Model Ensembling Uncertainty Estimate experiments

RevIN: Reversible Instance Normalization For Accurate Time-series Forecasting Against Distribution Shift

Simple, minimal implementation of the Mamba SSM in one pytorch file. Using logcumsumexp (Heisen sequence).

A simple and efficient Mamba implementation in pure PyTorch and MLX.

The official implementation of the paper: "SST: Multi-Scale Hybrid Mamba-Transformer Experts for Long-Short Range Time Series Forecasting"

Code release for "Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting" (NeurIPS 2022), https://arxiv.org/abs/2205.14415

Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight), https://openreview.net/forum?id=JePfAI8fah

A unified framework for machine learning with time series

On the Variance of the Adaptive Learning Rate and Beyond

This is a PyTorch implementation of ConvTran

Mamba SSM architecture

Portfolio optimization and back-testing.

PhysioKit: Open-source, accessible Physiological Computing Toolkit [Sensors 2023]

Cheat sheets for UCL's 2018/19 machine learning modules

Books

Azure Durable Functions example in Python for estimating James D. Hamilton's regime-switching model.

Notebooks for the python tutorials of my youtube channel. See specific youtube video for link to specifc notebook.

Materials for a short course on convex optimization.

Interesting papers I have found across online and that are useful for my personal projects.