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1. Hawkes-processes-modelling-cython Hawkes-processes-modelling-cython Public

   Forked from omitakahiro/Hawkes

   a python package for simulation and inference of Hawkes processes.

   Jupyter Notebook

2. intro_representation_learning intro_representation_learning Public

   Forked from MelvinAlvarezThotTech/intro_representation_learning

   Talk "Abstraction de données à haut niveau via le Representation Learning" : Slides et implémentation des algorithmes présentés en Scikit Learn et Tensorflow

   Jupyter Notebook

3. magic-number-2048-monte-carlo magic-number-2048-monte-carlo Public

   Monte-Carlo Simulation of the so-called 2048 game using numba as input of Markov-Chain-Monte-Carlo algorithm

   Python

4. ou-process-pairs-trading-functional-programming ou-process-pairs-trading-functional-programming Public

   Pair trading using functional programming on Python using pairs created from NASDAQ data on Alpaca API

   Jupyter Notebook

5. Ramp-Loss-SVM-CPLEX Ramp-Loss-SVM-CPLEX Public

   Forked from MelvinAlvarezThotTech/RSVM

   Quadratic-Mixed-integer Programming formulation of Ramp Loss Support Vector Machine using a branch-and-bound algorithm

   Python

6. Statistical-Arbitrage-OU-processes Statistical-Arbitrage-OU-processes Public

   Forked from bradleyboyuyang/Statistical-Arbitrage

   Medium-frequency statistical arbitrage strategies using Modin and JAX. Simulation of several portfolios using Ornstein-Ulhenbeck Processes

   Jupyter Notebook