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  1. vae-uncertainty-metrics vae-uncertainty-metrics Public

    Variational Auto-Encoder with uncertainty quantification using BNN and variational inference.

    Julia 2

  2. opt_execution_strategy opt_execution_strategy Public

    Simulated the optimal strategy for block order execution problem using stochastic optimal control approach. Benchmarked the strategy with TWAP to show out-performance.

    Python

  3. BCD-sparse-group-lasso BCD-sparse-group-lasso Public

    Comparing the block-wise coordinate descent solution for the sparse group lasso against group lasso and lasso.

    2

  4. Airbnb-DB Airbnb-DB Public

    JavaScript 1

  5. cancer-genetics-analysis cancer-genetics-analysis Public

  6. RealEstate RealEstate Public

    Forked from hxman027/RealEstate

    Real Estate consulting project

    R