Repository for my convex optimization course.

Pandas Extensions for Technical Analysis

MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning based algorithms.

General statistics, mathematical programming, and numerical/scientific computing scripts and notebooks in Python

NYU DevOps lab on Test Driven Development

Curated list of resources for traders, such as tools, websites, and books related to trading stocks.

Causal Inference in Python

Bandits in the loop - offline multi-armed bandit policy evaluation library

nannyml: post-deployment data science in python

MLflow logging for PyMC

A platform for Reasoning systems (Reinforcement Learning, Contextual Bandits, etc.)

🔬 Research Framework for Single and Multi-Players 🎰 Multi-Arms Bandits (MAB) Algorithms, implementing all the state-of-the-art algorithms for single-player (UCB, KL-UCB, Thompson...) and multi-play…

Play with the solutions to the multi-armed-bandit problem.

Official repo for the #tidytuesday project

Matplotlib styles for scientific plotting

Course materials (syllabi, lecture notes, etc.)

Lecture Notes on Design & Analysis of Experiments

PyData London 2022 Tutorial

Ambrosia is a Python library for A/B tests design, split and result measurement

A computer science textbook

A Python package for modular causal inference analysis and model evaluations

UpliftML: A Python Package for Scalable Uplift Modeling

Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC

Datasets for Causal-Structure-Learning Repo

This repository consolidates my teaching material for "Causal Machine Learning".

Must-read papers and resources related to causal inference and machine (deep) learning

A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project.