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drip-fixed-income

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.

dstakehomechallenges

My solutions to the book "Collection of Data Science TakeHome Challenges" in Python.

dthreads

dthreads: Efficient Deterministic Multithreading

dtwco

dtwco: constrained Dynamic Time Warping implementation in python

dtwpy

dtwsat

Time-Weighted Dynamic Time Warping for satellite image time series analysis

duckietownsim

My first autonomous simulation project.

dukascopy

LIbrary for handling binary data from Dukascopy tick files.

easykf

C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)

ebooks

Ebooks related to maths and programming.

edward

A library for probabilistic modeling, inference, and criticism. Deep generative models, variational inference. Runs on TensorFlow.

ekfukf

Mirror of EKF/UKF Toolbox for Matlab V1.3 from Aalto University, Finland

elements-of-programming-interviews

Method stubs and test cases for the problems from Elements of Programming Interviews

elements-of-statistical-learning

Contains LaTeX, SciPy and R code providing solutions to exercises in Elements of Statistical Learning (Hastie, Tibshirani & Friedman)

em-gaussian

Python code for Expectation-Maximization estimate of Gaussian mixture model

em_gaussian_algorithms

This is a project using EM algorithm to handle K-mean problems in machine learning

emcee

The Python ensemble sampling toolkit for affine-invariant MCMC

emh

An R Package for testing the Efficient Market Hypothesis

epi-python-solution

Solutions of "Elements of Programming Interviews in Python: The Insiders' Guide". Retrieved on 28 Oct, 2017.

epijudge

EPI Judge - Preview Release

equity-portfolio-risk-mc_sim

Uses historical window to estimate Value-at-Risk and Expected Shortfall for some Equity portfolio

esgtoolkit

:exclamation: This is a read-only mirror of the CRAN R package repository. ESGtoolkit — Toolkit for the simulation of financial assets and interest<U+000a>rates models.

esl-model

Algorithm from The Elements of Statistical Learning book implement by Python 3 code

exdata_plotting1

Plotting Assignment 1 for Exploratory Data Analysis

extended_rbergomi

Extension of the rough Bergomi model which decouples smile and skew explosion rates.

factoranalytics

R package factorAnalytics developed during Google Summer of Code 2016

fairrankvis

Source code of paper "FairRankVis: A Visual Analytics Framework for Exploring Algorithmic Fairness in Graph Mining Models"

faker

fast-histogram

:zap: Fast 1D and 2D histogram functions in Python :zap:

fastclime

:exclamation: This is a read-only mirror of the CRAN R package repository. fastclime — A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector