BlueMatrix's repositories

autogluon

AutoGluon: AutoML for Image, Text, and Tabular Data

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PyTorch-VAE

A Collection of Variational Autoencoders (VAE) in PyTorch.

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awesome-implicit-representations

A curated list of resources on implicit neural representations.

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ContrastiveCrop

[CVPR 2022 Oral] Crafting Better Contrastive Views for Siamese Representation Learning

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Deep-Probabilistic-Koopman

Deep Probabilistic Koopman: long-term time-series forecasting under quasi-periodic uncertainty

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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.

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diffusion_models

A series of tutorial notebooks on denoising diffusion probabilistic models in PyTorch

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FinMem-LLM-StockTrading

FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design

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gluon-ts

Probabilistic time series modeling in Python

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HFT_price_level_forecasting

high frequency forecasting of stock prices using LSTM, SVR, Random forests, KNN regressor and Kalman filter

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intro_dgm

An Introduction to Deep Generative Modeling: Examples

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latex-templates

A collection of LaTeX templates used for research, courses, and miscellanea.

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lightning-transformers

Flexible components pairing 🤗 Transformers with :zap: Pytorch Lightning

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Mid-price-Prediction-Based-on-High-Frequency-Data

Mid-Price Forecasting of Limit Order Book Data

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mpc.pytorch

A fast and differentiable model predictive control (MPC) solver for PyTorch.

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nce

Noise Contrastive Estimation (NCE) in PyTorch

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probml-notebooks

Notebooks for "Probabilistic Machine Learning" book

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pybats

Bayesian time series forecasting and decision analysis

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pyprobml

Python code for "Machine learning: a probabilistic perspective" (2nd edition)

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pyro

Deep universal probabilistic programming with Python and PyTorch

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Pyro-M5-Starter-Kit

Learn Pyro through the M5 forecasting competition

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pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend

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sandbox

Pyro models and misc examples.

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state-spaces

Sequence Modeling with Structured State Spaces

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TabFormer

Code & Data for "Tabular Transformers for Modeling Multivariate Time Series" (ICASSP, 2021)

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transformers

🤗 Transformers: State-of-the-art Natural Language Processing for TensorFlow 2.0 and PyTorch.

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tsgm

Generative modeling of synthetic time series data and time series augmentations

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