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Achievement: StarstruckAchievement: Pull SharkAchievement: Arctic Code Vault Contributor
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Achievement: StarstruckAchievement: Pull SharkAchievement: Arctic Code Vault Contributor
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Pinned

  1. EMq EMq Public

    Implementation of a bivariate NA-robust Expectation-Maximization algo.

    q 1

  2. cuda_ndtri_ppf cuda_ndtri_ppf Public

    Port of scipy's inverse Standard Gaussian CDF (ndtri.c) in Pytorch (c. 6x performance with CUDA).

    Python 1

  3. vix_index_modelization vix_index_modelization Public archive

    Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

    Jupyter Notebook 21 13

  4. financial_crisis_prediction_homology financial_crisis_prediction_homology Public archive

    Financial time series analysis & crisis prediction with persistent homology.

    Jupyter Notebook 3 1