Chapter 13: Deep Learning for Time Series
State Space Models from Kalman Intuition to Mamba intermediate
A latent-state view of long-context sequence models, and what "selective" memory actually changes.
A latent-state view of long-context sequence models, and what "selective" memory actually changes.
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References
Apache Parquet Documentation
(2024)
pfnet-research/pfhedge
(2025)
Mamba: Linear-Time Sequence Modeling with Selective State Spaces
Albert Gu, Tri Dao
(2024)
Volatility is rough
Jim Gatheral, Thibault Jaisson, Mathieu Rosenbaum
(2014)
Opacus: User-Friendly Differential Privacy Library in PyTorch
Ashkan Yousefpour, Igor Shilov, Alexandre Sablayrolles, Davide Testuggine, Karthik Prasad, Mani Malek, John Nguyen, Sayan Ghosh, Akash Bharadwaj, Jessica Zhao, Graham Cormode, Ilya Mironov
(2022)