Duy Nguyen's repositories
aift
Code for Automatic Implicit Function Theorem
autograd
Efficiently computes derivatives of numpy code.
BsplineDensity
B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.
cpmcmc
Repository with the code used for the paper "Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo" by Willem van den Boom, Ajay Jasra, Maria De Iorio, Alexandros Beskos and Johan G. Eriksson
storytelling-with-data
Course materials for Dartmouth Course: Storytelling with Data (PSYC 81.09).
Deep_Learning_in_Asset_Pricing
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
handson-ml
⛔️ DEPRECATED – See https://github.com/ageron/handson-ml3 instead.
handson-ml3
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
IQN
IQN: AN INCREMENTAL QUASI-NEWTON METHOD
New-Q-Newton-s-method-Backtracking
Python source code for the paper
NewQNewtonMethodBacktrackingForSystemEquations
Python code for the more direct use of New Q-Newton's method Backtracking for systems of equations
OnlineDSGD
This repository includes source codes for debiased stochastic gradient descent algorithms for online statistical inference with high-dimensional streaming data.
pml-book
"Probabilistic Machine Learning" - a book series by Kevin Murphy
pmtk3
Probabilistic Modeling Toolkit for Matlab/Octave.
precise
online covariance and precision matrix estimation
Q-Newton-method
Source code for A new Q-Newton's method avoiding saddle points
reinforcement-learning
Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.
Robustness
Robustness for Neural Networks
rough_volatility
The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".
SGDLibrary
MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20