A Bayesian GARCH-Inspired Volatility Model with Latent State Dynamics for Commodities Option…Generative AI was used to fix grammar in the writing. The rest is done by me.4h ago4h ago
Modeling Heating Oil Prices With Bayesian Inference and Generative ModelsRead the full version and checkout the code.4d ago4d ago
Decoding Graph Convolutions: Spectral Methods and BeyondDisclaimer: into and outro are written with chatGPT, based on the content I wrote myself.Jan 19Jan 19
What is the physical meaning of graph Laplacian?I’ve been going through some papers on graphs and realised that I do not understand what graph Laplacian actually represents. I made a deep…Jan 5Jan 5
Running sklearn classifiers in SQL, no separate endpoints requiredThe proposition is quite simple: it would be good to run sklearn pipeline/classifiers in pure SQL, without having to provision additional…May 5, 2024May 5, 2024
Open source rule engine for fintech domainI work in the fintech industry, specifically in the field of financial crime. Quite often, companies depend on Machine Learning to combat…Oct 15, 2023Oct 15, 2023
REINFORCE algorithm — Reinforcement Learning from scratch in PyTorchIn this post we consider a classical RL algorithm called REINFORCE. In simple terms in allows to use learn a policy directly, while a…May 4, 20234May 4, 20234
Implementing conditional variational auto-encoders(CVAE) from scratchIn the previous article we implemented a VAE from scratch and saw how we can use to generate new samples from the posterior distribution…Apr 26, 2023Apr 26, 2023
Implementing Variational Autoencoders from scratchIn this article we will be implementing variational autoencoders from scratch, in python.Apr 25, 20233Apr 25, 20233
Implementing linear regression in Flink from scratchIn this note we are going to implement a linear regression in a streaming setup. We are assuming we do not have all the data available and…Jan 18, 2023Jan 18, 2023
