DavidCico
Hi, I am David from France and Italy, living in Hong Kong and passionate about machine learning and quantitative analysis; PhD in Applied Maths.
Hong Kong
Pinned Repositories
Design-of-an-evaporator-for-a-buoyant-two-phase-flow-cooling-loop-of-a-telecommunication-satellite
In this repository, a procedure is implemented in MATLAB to study the two-phase flow in an evaporator cooling loop of a telecommunication satellite. The flow is modelled considering gravity, singular losses, and different models. We are then able to follow the evolution of the physical variables which characterize the system.
Development-of-Navier-Stokes-code-by-projection-method
This repository contains a Fortran implementation of a 2D flow using the projection method, with Finite Volume Method (FVM) approach. The code solves Navier Stokes equations in a 2D lid driven cavity, with computation of the rotational as well.
Enhanced-Event-Driven-Backtester
In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.
Factor-risk-model-with-principal-component-analysis
This repository shows the application of PCA technique for risk factor modelling of financial securities.
Forecasting-direction-of-trade-an-example-with-LSTM-neural-network
In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.
Multi-species-mass-transport-library-for-OpenFOAM-2.3.X
An open-source library for the computational modeling of mass-transport phenomena for OpenFOAM-2.3.X
Some-finite-rate-chemistry-solvers-for-OpenFOAM-2.3.X
This repository contains different solvers for OpenFOAM 2.3.0
Study-of-a-buy-and-hold-investment
In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.
Two-dimensional-flow-in-Finite-Volume-Method
This repository contains a Fortran implementation of a 2D flow using Finite Volume Method (FVM). The code models the transport of a passive scalar for both orthogonal and skewed meshes.
Univariate-time-series-analysis-of-cryptocurrency-data-with-ARIMA-and-SARIMA-and-hypergrid-search
Two Jupyter Notebooks written in Python, treating of time series analysis with ARIMA and its seasonal counterpart.
DavidCico's Repositories
DavidCico/Enhanced-Event-Driven-Backtester
In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.
DavidCico/Development-of-Navier-Stokes-code-by-projection-method
This repository contains a Fortran implementation of a 2D flow using the projection method, with Finite Volume Method (FVM) approach. The code solves Navier Stokes equations in a 2D lid driven cavity, with computation of the rotational as well.
DavidCico/Multi-species-mass-transport-library-for-OpenFOAM-2.3.X
An open-source library for the computational modeling of mass-transport phenomena for OpenFOAM-2.3.X
DavidCico/Factor-risk-model-with-principal-component-analysis
This repository shows the application of PCA technique for risk factor modelling of financial securities.
DavidCico/Forecasting-direction-of-trade-an-example-with-LSTM-neural-network
In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.
DavidCico/Univariate-time-series-analysis-of-cryptocurrency-data-with-ARIMA-and-SARIMA-and-hypergrid-search
Two Jupyter Notebooks written in Python, treating of time series analysis with ARIMA and its seasonal counterpart.
DavidCico/Design-of-an-evaporator-for-a-buoyant-two-phase-flow-cooling-loop-of-a-telecommunication-satellite
In this repository, a procedure is implemented in MATLAB to study the two-phase flow in an evaporator cooling loop of a telecommunication satellite. The flow is modelled considering gravity, singular losses, and different models. We are then able to follow the evolution of the physical variables which characterize the system.
DavidCico/Study-of-a-buy-and-hold-investment
In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.
DavidCico/Two-dimensional-flow-in-Finite-Volume-Method
This repository contains a Fortran implementation of a 2D flow using Finite Volume Method (FVM). The code models the transport of a passive scalar for both orthogonal and skewed meshes.
DavidCico/Some-finite-rate-chemistry-solvers-for-OpenFOAM-2.3.X
This repository contains different solvers for OpenFOAM 2.3.0
DavidCico/A-library-to-generate-turbulence-from-inlet-boundary-condition-for-OpenFOAM-2.3.X
This repository contains a turbulence generator for inlet boundary condition in OpenFOAM 2.3.0.
DavidCico/Self-implementation-of-a-random-forest-algorithm
A random forest algorithm is implemented in Python from scratch to perform a classification analysis.
DavidCico/Self-implementation-of-KNN-algorithm
A k-nearest neighbors algorithm is implemented in Python from scratch to perform a classification or regression analysis.
DavidCico/Web-scraping-with-Beautiful-Soup-an-example-on-cryptocurrency-data----deprecated-DOM-change
This repository shows an example on how data can be harvested on a website by using Python, and the Beautiful Soup library.
DavidCico/Boston-House-Prices-With-Regression-Machine-Learning-and-Keras-Deep-Learning
In this repository, a regression analysis is conducted using different machine learning and deep learning models. The study is led in order to choose the most suitable model by looking at different characteristics (models tuning, features scaling, etc).
DavidCico/Data-structures-and-Sorting-algorithms
This repository contains some data structures and sorting algorithms implemented in JAVA.
DavidCico/Simple-functions-for-starting-machine-learning-with-Python
Several notebooks that contain different functions implemented in Python to understand the basic steps to carry out a machine learning problem.
DavidCico/Benfords-law-with-JAVA
In this repository, a program is written in JAVA to check whether a dataset follows Benford's law.
DavidCico/jquantlib
JQuantLib is a library for Quantitative Finance written in 100% Java
DavidCico/Natural-Language-Processing-With-SVM-For-Sentiment-Analysis
In this repository, an example of natural language processing (NLP) for document classification is performed using a support vector machine (SVM) model.
DavidCico/Self-implementation-of-a-backpropagation-algorithm
A backpropagation algorithm is implemented in Python from scratch to perform a classification analysis.
DavidCico/Some-games-in-JAVA
Implementation of some simple 2D games in JAVA.