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fdoperezi's Projects

seq2seq icon seq2seq

Sequence to Sequence Learning with Keras

sequitur icon sequitur

Library of autoencoders for sequential data

shap-hypetune icon shap-hypetune

A python package for simultaneous Hyperparameters Tuning and Features Selection for Gradient Boosting Models.

simdkalman icon simdkalman

Python Kalman filters vectorized as Single Instruction, Multiple Data

siml icon siml

Machine Learning algorithms implemented from scratch

simple-es icon simple-es

Simple implementations of multi-agent evolutionary strategies using pytorch.

simpletransformers icon simpletransformers

Transformers for Classification, NER, QA, Language Modelling, Language Generation, T5, Multi-Modal, and Conversational AI

sippy icon sippy

Systems Identification Package for PYthon

sl-quant icon sl-quant

Companion code for the "Self Learning Quant" blog post

slides icon slides

LaTeX source code for the slides

slow-momentum-fast-reversion icon slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

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