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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.

   3

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