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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 5 1