davidrmh Goto Github PK

advbayeslearncourse

Course material for the PhD course in Advanced Bayesian Learning

arbitragerepair

Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

article_msc_degree

Article from my master thesis in computer science

awesome-ml-for-cybersecurity

:octocat: Machine Learning for Cyber Security

bayesian-machine-learning

Notebooks about Bayesian methods for machine learning

bqonrdm

Repository for the paper "Bayesian Quadrature on Riemannian Data Manifolds"

cic-a18

Semester A18 MSc. Computer Science

cic-b18

clusters_shinny

computational_finance

cp-flow

Convex potential flows

credal-portfolios-icaif23

cs228-notes

Course notes for CS228: Probabilistic Graphical Models.

cspn

An experimentation project on Sum-Product networks

cv

cvx_short_course

Materials for a short course on convex optimization.

davidrmh.github.io

Repo for github page

deeprob-kit

A Python Library for Deep Probabilistic Modeling

distributionally-robust-optimization-for-deep-kernel-multiple-instance-learning

distributionally_robust_optimization

doro

Distributional and Outlier Robust Optimization (ICML 2021)

dupirenn

Neural network local volatility with dupire formula

einsumnetworks

evidential-time-series-clustering

fast-dro

PyTorch implementation of efficient algorithms for DRO with CVaR and Chi-Square uncertainty sets

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

finrl-library

A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance, NeurIPS 2020 DRL workshop.

gait

Code for the paper GAIT: A Geometric Approach to Information Theory

geometric_ml

This repository contains code for applying Riemannian geometry in machine learning.

go

The Open Source Data Science Masters