Collection of notebooks about quantitative finance, with interactive python code.

Repository for most of the code from my YouTube channel

Machine learning algorithms for many-body quantum systems

Quantitative Finance tools

A blog which talks about machine learning, deep learning algorithms and the Math. and Machine learning algorithms written from scratch.

state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations

State estimation, smoothing and parameter estimation using Kalman and particle filters.

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

Code repository for my course on the fundamentals of reinforcement learning

Deep active inference agents using Monte-Carlo methods

This repository contains implementations of some basic sampling methods in numpy.

Reinforcement Learning Short Course

Author's implementation of SIGGRAPH 2023 paper, "A Practical Walk-on-Boundary Method for Boundary Value Problems."

A set of radiation transport mini-applications used for performance optimization on HPC systems.

Python code of commonly used stochastic models for Monte-Carlo simulations

Robust estimations from distribution structures: III. Non-asymptotic

Reinforcement Learning - Implementation of Exercises, algorithms from the book Sutton Barto and David silver's RL course in Python, OpenAI Gym.

Author's implementation of SIGGRAPH 2024 paper, "Velocity-Based Monte Carlo Fluids"

CryptiPass is a Go library for generating secure high-entropy, pronounceable passphrases.