Classify news into categories based on their headline
Using Large Language Models to classify news into categories based on their headline and a short summary
Posts by Year
2024
Writing a Short Essay to Summarize and Explain a Book
Write a short essay on a masterpiece of modern literature, Frank Kafka’s book ‘The Process’
What’s in the News?
Using Large Language Models to generate a summary of most relevant subjects in the news today
Sentiment Analysis using LLMs
Using Large Language Models to perform sentiment analysis of the news
Semantic Search
A simple implementation of semantic search on StackOverflow questions and answers.
Chatting with Documents
Using LangChain to develop a simple application for chatting with the French Constitution
2023
Embeddings on arXiv Articles, redux
Looking for similar articles using BERT-based models
Embeddings on arXiv Articles
Looking for similar articles using OpenAI’s text embedding models
Image Generation using DALL-E 3
Some experiments on the image styles that can be obtained.
Story Telling with Generative AI
A small Python application to generate a short story and read it aloud, with generated images on the background.
Exploring OpenAI’s API for ChatGPT
Some experiments on the incredible capabilities of ChatGPT.
Augmented Random Search for the Bipedal Walker Environment
Solving bipedal walker environment using a derivative-free optimization method.
A2C for the Half Cheetah Environment
Solving the Half Cheetah environment with the Advantage-Actor-Critic method.
Solving the Car Racing Environment with PPO
Proximal Policy Optimization on the Car Racing environment.
Denoising Autoencoders
An application of denoising autoencoders to the dirty document dataset.
World Bank Data
Working with the high-quality data provided by the World Bank.
Eight Queens Puzzle
A coding exercise that solves eight queens puzzles.
Factorial Decomposition
A coding exercise to decompose a factorial.
A Sudoku Solver
A coding exercise that solves Sudoku.
Word Chain
A coding exercise that solves word-chain puzzles.
Poker Hand
A coding exercise that identifies the poker hand.
Roman Numerals
A coding exercise to convert an Arabic number to Roman numerals.
2022
An Overview of the Cross-Entropy Method
A derivative-free optimization method for finding the global optimum of a function.
Reverse Diffusion
Testing the formula for reverse diffusion on a simple normal mixture model.
An Introduction to Diffusion Models
Understanding how diffusion models work using a simple two-dimensional dataset
Solving with the Covariance Matrix Adaptation Evolution Strategy Method
Solving the mountain car continuous environment using CMA-ES.
The Classical Mountain Car Problem
Exploratory data analysis and prediction for a real-life dataset.
Exploring the Ames Housing Dataset, Part I
Exploratory data analysis on the Ames houring dataset.
Exploring the Galaxy Zoo Dataset, Part II
Building a CNN for the Galaxy Zoo competition.
Exploring the Galaxy Zoo Dataset, Part I
Exploratory Data Analysis for the images and features of the Galaxy Zoo dataset.
Generate Fonts for the Latin Alphabet
Using variational autoencoders to generate fonts for the Latin alphabet.
Generative Adversarial Networks
Generative Adversarial Networks applied to the Anime Face dataset.
Forecasting Sunspots
Using deep learning to forecast the number of sunspots in a month.
Predicting Avocados Prices using Prophet
The Kaggle avocados dataset using the Prophet package.
2021
Multiclass Classification on the Omniglot Dataset
Detecting to which alphabet a character belongs to using convolutional neural networks.
Conditional Variational Autoencoders
Conditional variational autoencoders applied to the classical MNIST dataset.
Understanding Variational Autoencoders
Understanding the modeling assumptions that are used to define variational autoencoders.
Autoencoders
Autoencoders applied to mathematical functions.
Exploring Deep Hedging
Hedging a vanilla option with machine learning.
Non-Trivial Bounded Martingales
Two ways to define non-trivial martingales that are bounded.
Solving Burgers’ Equation with PINNs
Solving Burgers’ Equation with Neural Networks.
Solving A One-Dimensional Laplacian with Neural Networks
Solving A Simple One-Dimensional Laplacian with Neural Networks.
Solving ODEs with Neural Networks
Solving Ordinary Differential Equations with Neural Networks.
OpenAI ProcGen Benchmark Environments
An introduction to OpenAI ProcGen Benchmark environments.
2020
DQN for Ms-Pacman
Deep Reinforcement Learning for Ms Pacman.
Farama Gymnasium Atari Environments
An introduction to Gymnasium environments for several Atari 2600 games.
Lunar Lander with REINFORCE
Solving the lunar lander environment with the classical REINFORCE method.
Solving the Acrobot Environment with Fitted Q-Iterations
Solving the Acrobot environment using Fitted Q-Iterations.
Solving Super Mario SNES using DQN
Solving Super Mario SNES using DQN.
Solving the CartPole Environment with DQN
Solving the CartPole environment using deep Q learning.
Blackjack with Monte Carlo Control
Solving the Blackjack problem of Sutton and Barto with Monte Carlo control.
Tic-Tac-Toe with Q-Learning
Solving the simple tic-tac-toe game with Q-learning
Finding the Exit of a Maze with Tabular Q-Learning
A stand-alone implementation of an environment and tabular Q-Learning to let an agent find the exit of a maze.
2019
Eigenfaces
Principal Component Analysis for Image Recognition.
The Local Volatility Model
A quick overview of the local volatility model.
The Intel Image Classification Dataset
Transfer learning for image recognition.
The CIFAR-100 Dataset
Neural network for the CIFAR-100 dataset.
The CIFAR-10 Dataset
Neural network for the CIFAR-10 dataset.
The UCI Bank Loan Marking Dataset
Exploratory data analysis and prediction for a real-life dataset.
MNIST Digits
The LeNet model for the classical MNIST dataset.
2018
Linear Regression with PyTorch
Solving the Boston housing problem with linear regression, in scikit-learn and PyTorch.
Detecting Spam in SMS Messages
Logistic regression applied to the SMS spam dataset.
Computing Sensitivities with the Continuous Adjoint Method
How to compute option sensitivities when pricing with PDEs using adjoint methods.
The Surface SVI Model
A quick overview of the SSVI model for volatility surfaces.
The Heston Model
An overview of the Heston model
The SABR Model
A quick overview of the Stochastic Alpha Beta Rho model
The Merton Jump Diffusion Model
The analytic solution of the Merton jump diffusion model.
The CEV Model
A (very) brief exploration of the Constant Elasticity of Variance model.
The Black-Scholes Model
Hedging analysis of an option under the Black-Scholes model.
The Bachelier Model
Computing the price of an option using the Bachelier model.
2017
Fractals
Producing nice pictures of the most famous fractals.
Square-Root Mean-Reverting Process
A quick overview of the square-root mean-reverting stochastic differential equation
Ornstein-Uhlenbeck Process
A quick overview of the square-root mean-reverting stochastic differential equation
The Feynman-Kac Equation
Solving the Feynman-Kac equation using finite differences
Stirling’s Approximation
A nice proof of Stirling’s formula to approximate the factorial of a number n.
2016
How to Define Non-Uniform Grids for PDE Solvers
A common approach to define grids in an interval whose nodes are concentrated around a given point.