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Sentiment-Analysis-in-Event-Driven-Stock-Price-Movement-Prediction
Use NLP to predict stock price movement associated with newsDeepLight_Deep-Lightweight-Feature-Interactions
Accelerating Inference for Recommendation Systems (WSDM'21)Contour-Stochastic-Gradient-Langevin-Dynamics
An elegant adaptive importance sampling algorithms for simulations of multi-modal distributions (NeurIPS'20)Automated-Equity-Asset-Selection-and-Allocation
Optimal portfolio selectionBayesian-Sparse-Deep-Learning
Code for An Adaptive Empirical Bayesian Method for Sparse Deep Learning (NeurIPS'19)Parallel-Solvers-for-Linear-System
Parallel Solver for Large-Scale Sparse Matrix ComputationsMore-than-Algorithms
Refresh algorithms using C++ and Pythontwo_sigma_financial_modeling
Kaggle CompetitionVariance_Reduced_Replica_Exchange_SGMCMC
Variance reduction in energy estimators accelerates the exponential convergence in deep learning (ICLR'21)Interacting-Contour-Stochastic-Gradient-Langevin-Dynamics
A pleasantly parallel adaptive importance sampling algorithms for simulations of multi-modal distributions (ICLR'22)Variational_Schrodinger_Diffusion_Model
A multi-variate transport-optimized diffusion models accelerated by simulation-free properties (ICML'24)Non-reversible-Parallel-Tempering-for-Deep-Posterior-Approximation
Code for "Non-reversible Parallel Tempering for Deep Posterior Approximation (AAAI 2023)"Jax_implementation_of_CSGLD
Test purposesGlobal-Optimization-and-Monte-Carlo-Simulation-via-An-Adaptively-Weighted-Stochastic-Gradient-MCMC
Code for "An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization (Statistics and Computing 2022)"Learn_Schrodinger_Bridge
Learn others code for practiceNotes
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