Anastasis Kratsios's repositories
Architopes_Semisupervised
Semi_Supervised Implementation of the Feed-Forward Architope
NeurIPS2020_Non_Euclidean_Universal_Approximation_Example_DNN_Layer_Comparisons
Comparison of DNNs whose layers satisfy/violate Assumptions 3.1/3.2 of the paper.
Deep_Markowitz_Minimum_Variance_Prediction
Some code for predicting optimal Markowitz portfolios one time-step ahead on cryptos.
NEU_Non_Euclidean_Upgrading
Code for: 'NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation' available at: https://www.jmlr.org/papers/v22/18-803.html
AnastasisKratsios.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
Architopes_Rand_Features
Deep Random Feature Architopes
Universal_Regular_Conditional_Distributions_Kratsios_2021
Accompaniment for paper
Bagged_Localized_Networks
Implements a variation of Architopes were the input space is partitioned into nested hypercubes. Implicit bagging and boosting is therefor performed.
Deep_Arbitrage_Free_Regularization
Arbitrage-Free Regularization code for paper by A. Kratsios and C. Hyndman
Example_Bad_Good_Feature_and_Readout_Maps
Accompanying example for the paper: https://arxiv.org/abs/2006.02341 Demonstrating the effect of properly chosen, and poorly-chosen, input and output layers of a DNN.
K_Means_Clustering_for_Housing_Market
Created (Closed) Voronoi cells using K_Means Algorithm
kernel_regression
Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.
ml
Machine Learning Projects and Learning Content
MVA2-PCA
Principal Component Analysis of Yield Curves
pymanopt
Python toolbox for optimization on Riemannian manifolds with support for automatic differentiation
Random_Lipschitz_Partition
Random Lipschitz Partition of Space
SDE-Net
implementations sde-net
Shape_Representation_Yield_Curve
Brief code to extract the "shape" feature of a yield curve
Univariate_NEU_Regression
Non-Euclidean Upgrading Applied to Univariate Regression (https://arxiv.org/abs/1809.00082)