CVaR-optimal allocation for LPs

Article   Code

Joint work on the algorithm solving liquidity providers allocation problem with a probabilistic constraint for SIAG/FME Code Quest 2023.

Generative modelling of ocean temperature

Article   Code

Joint work on deep flow-based generative model of the evolution of ocean temperature for GenHack2.

White blood cell classification

Article   Code

Joint work on domain adaptation exercise from the Help A Hematologist Out hackathon by HIDA.

Deep solver for FBSDE with jumps

Article   Code

Joint work on deep solver for forward-backward SDE in a multi-GPU cluster from Helmholtz GPU Hackathon.

Human action recognition

Article   Presentation   Code

Joint work on classification of human actions from skeletal sequences using signature-based algorithm.

Karman vortex street simulation

Demo  Code

Joint practical lab in computational fluid dynamics.