Chaztikov's repositories
Fluid-flow-past-a-cylinder-using-Deep-learning
Fluid flow past a cylinder using DiffusionNet
PROJ_Option_Pricing_Matlab
Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
alpaca-backtrader-api
Alpaca Trading API integrated with backtrader
cardio-data-driven
Data-driven cardiovascular flow modeling: examples and opportunities
deterministic-uncertainty-quantification
Code for "Uncertainty Estimation Using a Single Deep Deterministic Neural Network"
DiffEqUncertainty.jl
Uncertainty quantification for scientific machine learning (SciML) and differential equations
dns-channel
Direct Numerical Simulation of an incompressible turbulent channel flow (CPL)
FOQUS
FOQUS: Framework for Optimization and Quantification of Uncertainty and Surrogates
Free-Form-Video-Inpainting
Official Pytorch implementation of "Learnable Gated Temporal Shift Module for Deep Video Inpainting. Chang et al. BMVC 2019." and the FVI dataset in "Free-form Video Inpainting with 3D Gated Convolution and Temporal PatchGAN, Chang et al. ICCV 2019"
From-Physics-To-GANs
Code for the blog post
Jump-Diffusion-Calibrator
Calibration of parameters of Heston and Bates models using Markov Chain Monte Carlo (MCMC)
Keras-GAN
Keras implementations of Generative Adversarial Networks.
keras-tcn
Keras Temporal Convolutional Network.
models-1
A collection of pre-trained, state-of-the-art models in the ONNX format
mystic
highly-constrained non-convex optimization and uncertainty quantification
onnx
Open standard for machine learning interoperability
optopsy
A nimble options backtesting library for Python
pandas-ta
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 120+ Indicators
prophet
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
pymc3
Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano
quant-trading
Python quantitative trading strategies including Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
resources
PyMC3 educational resources
Single-Image-Super-Resolution
A collection of high-impact and state-of-the-art SR methods
stan
Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details.
tensorforce
Tensorforce: a TensorFlow library for applied reinforcement learning
twentimentUI
Sentiment analyzer for search terms on twitter.
Webull-Trading-Bot
WeBull Trading Bot, by Jacob Amaral Youtube : https://youtu.be/eA8xA8diD3U This bot will connect to the unofficial Webull API and place trades automatically