Eugene Zhulenev

Modeling high-frequency limit order book dynamics with support vector machines

Bazel/Build Analysis and Navigation Tool

A machine learning compiler for GPUs, CPUs, and ML accelerators

Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more

No description provided.

Akka Actor based trading system for Moscow Stock Exchange (http://moex.com/en/)

An Open Source Machine Learning Framework for Everyone

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My Blog

ECS Scheduler for Running Massive Parallel Computations

Intel(R) Math Kernel Library for Deep Neural Networks (Intel(R) MKL-DNN)

The LLVM Project is a collection of modular and reusable compiler and toolchain technologies. Note: the repository does not accept github pull requests at this moment. Please submit your patches at http://reviews.llvm.org.

Statistics and Data Analysis for Financial Engineering

Scala library for parsing TAQ NYSE OpenBook Ultra

Development repository for the Triton language and compiler

A retargetable MLIR-based machine learning compiler and runtime toolkit.

No description provided.

Optimized primitives for collective multi-GPU communication

CUDA Templates for Linear Algebra Subroutines

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Analyzing Twitter real time feed with Spark Streaming

Akka Cluster for Value-at-Risk calculation

Market time series database

Compositional, streaming I/O library for Scala

A performant and modular runtime for TensorFlow

Financial data analysis and market models in Scala language

Pignataro / Financial Modeling and Valuation

FP101x Introduction to Functional Programming

Haskell implementation of HyperLogLog++ & MinHash for efficient cardinality and intersection estimation