BlueMatrix's repositories
PyTorch-VAE
A Collection of Variational Autoencoders (VAE) in PyTorch.
awesome-implicit-representations
A curated list of resources on implicit neural representations.
ContrastiveCrop
[CVPR 2022 Oral] Crafting Better Contrastive Views for Siamese Representation Learning
Deep-Probabilistic-Koopman
Deep Probabilistic Koopman: long-term time-series forecasting under quasi-periodic uncertainty
DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
diffusion_models
A series of tutorial notebooks on denoising diffusion probabilistic models in PyTorch
FinMem-LLM-StockTrading
FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design
gluon-ts
Probabilistic time series modeling in Python
HFT_price_level_forecasting
high frequency forecasting of stock prices using LSTM, SVR, Random forests, KNN regressor and Kalman filter
latex-templates
A collection of LaTeX templates used for research, courses, and miscellanea.
lightning-transformers
Flexible components pairing 🤗 Transformers with :zap: Pytorch Lightning
Mid-price-Prediction-Based-on-High-Frequency-Data
Mid-Price Forecasting of Limit Order Book Data
mpc.pytorch
A fast and differentiable model predictive control (MPC) solver for PyTorch.
nce
Noise Contrastive Estimation (NCE) in PyTorch
probml-notebooks
Notebooks for "Probabilistic Machine Learning" book
pyprobml
Python code for "Machine learning: a probabilistic perspective" (2nd edition)
Pyro-M5-Starter-Kit
Learn Pyro through the M5 forecasting competition
pytorch-ts
PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
sandbox
Pyro models and misc examples.
state-spaces
Sequence Modeling with Structured State Spaces
TabFormer
Code & Data for "Tabular Transformers for Modeling Multivariate Time Series" (ICASSP, 2021)
transformers
🤗 Transformers: State-of-the-art Natural Language Processing for TensorFlow 2.0 and PyTorch.
tsgm
Generative modeling of synthetic time series data and time series augmentations