Yoontae6719

SimStock-Representation-Model-for-Stock-Similarities

Official Implementation of SimStock : Representation Model for Stock Similarities

Stop-loss-adjusted-labels

Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets

Diagnosing-Model-Performance-Under-Distribution-Shift

Unofficial Implementation of Diagnosing Model Performance Under Distribution Shift

Price-Discrimination-With-Fairness-Constraints

Unofficial Implementation of Price-discrimination-with-fairness-constraints

Bigcon

Bigcontest code

Next-Generation-Household-Finance

Improving Household Financial Health through Deep Learning and Statistical Arbitrage Strategies; PhD Thesis

A-uniformly-distributed-random-portfolio-UDRP

Unofficial Implementation of A uniformly distributed random portfolio(UDRP)

consistency_models

Unofficial Implementation of Consistency Models in pytorch

contrastive_planning

Code for the paper "Inference via Interpolation: Contrastive Representations Provably Enable Planning and Inference"

Data-Driven-portfolio-optimization

Official Implementation of Data-Driven-Portfolio-Optimization

MaSDEs

Code for "Neural Stochastic Differential Gaems for Time-series Analysis"

multivariate_time_series_interpolation

Multivariate Time series interpolation using hierarchical mixed effects models.

Time-LLM

[ICLR 2024] Official implementation of " 🦙 Time-LLM: Time Series Forecasting by Reprogramming Large Language Models"

tuning_playbook

A playbook for systematically maximizing the performance of deep learning models.

Yoontae6719

ChebyKAN

Kolmogorov-Arnold Networks (KAN) using Chebyshev polynomials instead of B-splines.

Continual-Learning

All in One - Continual Learning

FinRL

FinRL: Financial Reinforcement Learning. 🔥

hamiltorch

PyTorch-based library for Riemannian Manifold Hamiltonian Monte Carlo (RMHMC) and inference in Bayesian neural networks

llama

Simple llama usage example

mistral-src

Reference implementation of Mistral AI 7B v0.1 model.

nerfies.github.io

OptML_course

EPFL Course - Optimization for Machine Learning - CS-439

OrthogPolyKANs

Kolmogorov-Arnold Networks (KAN) using orthogonal polynomials instead of B-splines.

predopt-benchmarks

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.

resource-stream

CUDA related news and material links

signature-regime-detection

Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensional and non-Markovian data"

Tutorials

A collection of tutorials for the MOSEK package

Yoontae6719.github.io

A beautiful Jekyll theme for academics