vishalbelsare

PySR

High-Performance Symbolic Regression in Python and Julia

equinox

Elegant easy-to-use neural networks + scientific computing in JAX. https://docs.kidger.site/equinox/

diffrax

Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/

CausalPy

A Python package for causal inference in quasi-experimental settings

blackjax

BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.

dynamic

EchoNet-Dynamic is a deep learning model for assessing cardiac function in echocardiogram videos.

lineax

Linear solvers in JAX and Equinox. https://docs.kidger.site/lineax

optimistix

Nonlinear optimisation (root-finding, least squares, ...) in JAX+Equinox. https://docs.kidger.site/optimistix/

pysr_paper

A paper describing the implementation of PySR and SymbolicRegression.jl

cptopt

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

RoughPy

Toolbox for working with streaming data as rough paths in Python

SeparableOptimization.jl

A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.

KSig

A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.

exp_util_gm_portfolio_opt

Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.

cvxstatarb

cvxmarkowitz

signature_mahalanobis_knn

Methodology for anomaly detection on multivariate streams using path signatures and the variance norm.

markowitz-reference

This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

mlr_fitting

Factor Fitting, Rank Allocation, and Partitioning in Multilevel Low Rank Matrices

ls-spa

talks

Venture_Funding_with_Deep_Learning

TensorFlow and Keras are used for the construction and evaluation of Deep Learning models to predict success of companies that receive funding from a venture capital fund.

awesome-path-signatures

A curated list of resources dedicated to path signature transform

the_project

Complete project concerning time series analysis by using the signature transform.

SigNova

libalgebra-lite

PyFSTransform

A Python3 library concerning Zero-Knowledge protocols and their conversion to a digital signature algorithm via the Fiat Shamir Transform.

Forecasting_Net_Prophet

Time series analysis showing trend, seasonality, and periodicity decomposition; and forecasting using Facebook Prophet. The analysis makes extensive use of indexing data tools and of the Pandas and Datetime libraries.

large_data_sources_paola

COntains sources of data that use a lot of space

semi-supervised_auditor_solution

Scoring Audit Cases: ML model for identifying suspicious companies. Provides insights on risk factors. Transparent & adaptable for data-driven decisions.