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Xiao Zhou's Projects

cmf_hfmm icon cmf_hfmm

My work on a project "High Frequency Market Making: Optimal Quoting" in the Center of Mathematical Finances.

darts.pytorch1.1 icon darts.pytorch1.1

Implementation with latest PyTorch (v1.1) for multi-gpu DARTS https://arxiv.org/abs/1806.09055

deeplob-deep-convolutional-neural-networks-for-limit-order-books icon deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

ds-net icon ds-net

(CVPR 2021, Oral) Dynamic Slimmable Network

eigendamage-pytorch icon eigendamage-pytorch

Code for "EigenDamage: Structured Pruning in the Kronecker-Factored Eigenbasis" https://arxiv.org/abs/1905.05934

granet icon granet

[Neurips 2021] Sparse Training via Boosting Pruning Plasticity with Neuroregeneration

group_dro icon group_dro

Distributionally robust neural networks for group shifts

hkust_phd_mphil_thesis_latex icon hkust_phd_mphil_thesis_latex

The Hong Kong University of Science and Technology PhD/MPhil thesis latex template based on the latest official sample (http://pg.ust.hk/guides_n_forms/students/thesis_sample_page_phd.pdf)

imagecaptioning.pytorch icon imagecaptioning.pytorch

image captioning codebase in pytorch(finetunable cnn in branch "with_finetune", self-critical training is under my self-critical.pytorch repository.)

jtt icon jtt

Code for "Just Train Twice: Improving Group Robustness without Training Group Information"

maple icon maple

Code for Model Agnostic Sample Reweighting for Out-of-Distribution Learning

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