Simple code to obtain historical average of returns when buying dividend stocks.

Notes for prob and stats course MIT.

Notes for python for finance book.

Code for Inferring the GCE Morphology with Gaussian Processes paper.

Forecast NYC taxi activity with deep learning. We compare the performances of models based on MLPs, RNNs, LSTMs, GNNs, and ARIMAX. Additionally, our code provides users with an easy-to-use pipeline…

Novel technique to fit a target distribution with a class of distributions using SVI (via NumPyro). Unlike standard SVI, our "data" is a distribution rather than a finite collection of samples.

Bayesian inference using sparse gaussian processes from tinygp. Examples include 1D and 2D implementation.

Summary notebook implementing Bayesian Model Averaging with numpyro.

1D Density Estimation with the Haar Wavelet. Application is to separate point sources from a background distribution.

This repo provides code for detecting point sources on a sphere (i.e., the sky) by applying the continuous wavelet transform on raw count data. We use this tool to detect faint gamma-ray point sour…

A study of the possible relationship between company lobbying activity and company stock price movement.

Code used to constrain dark matter substructure in the solar neighborhood with Gaia eDR3 wide binaries.

Summary notebooks using derivative gaussian processes with tinygp. We implement a 2D derivative gaussian process and successfully use derivatives to regularize SVI fits with a gaussian process model..

Pipeline for finding point sources in Fermi-LAT data with the continuous wavelet transform. For a tutorial that describes how this code works, see the allsky-point-source-detection repo.

gce-prob-prog code with gp compatibility to model bulge.