kellygoosen1 Goto Github PK
Name: Kelly Goosen
Type: User
Company: Baringa Partners
Bio: I am a Data Scientist at Baringa Partners and studying an MSc in Advanced Analytics and Decision Sciences.
Location: London
Kelly Goosen's Projects
abc_abm_hft
Calibrating an Agent Based Model for High Frequency Trading using Approximate Bayesian Computation
dissertation-code
Matlab Code Simulating Preis et al model
elfi
ELFI - Engine for Likelihood-Free Inference
hello-world
hft-abm-smc-abc
Project to calibrate high Frequency Trading Data to an Agent Based Model using Sequential Monte Carlo Approximate Bayesian Computation.
kepler-mapper
Kepler Mapper: A flexible Python implementation of the Mapper algorithm.
python-glmnet
A python port of the glmnet package for fitting generalized linear models via penalized maximum likelihood.
tdatoolbox
2018 - Personal work on Topological Data Analysis, and some use-cases with machine-learning and deep-learning.
uct-hpc-resources
Example scripts and resources for using UCT's High Performance Cluster
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