Pinned Repositories
MSM_particle_filter
Packaged Python Codes for running particle filter on Markov Switching Multifractal Model (from 2018 Spring project)
MSM_python
Liu and West filter for univariate Markov Switching Multifractal Model
Anonymized-RAG
BEST_proj
Bayesian Bivariate Markov Switching Multifractal Model developed under the BEST award grant
bmbclust
chinese-restaurant-process
Highly optimized Scala implementation of Chinese Restaurant Process based non-parametric Bayesian clustering
Community_Detection
Community Detection Algorithm by Yun & Proutiere. A side product from Compressed Sensing final project.
DavidRobinson_TrumpTweets
fipp
Housing_rankings
Jantg's Repositories
Jantg/Named-Entity-Swapping
Jantg/bmbclust
Jantg/Anonymized-RAG
Jantg/UNIDO-Hackathon
Jantg/RiordanArray
Jantg/fipp
Jantg/Palla_Caron_Network
MCMC algorithm to sample from Bayesian Nonparametric Temporal Networks by Palla et al (2016)
Jantg/Community_Detection
Community Detection Algorithm by Yun & Proutiere. A side product from Compressed Sensing final project.
Jantg/BEST_proj
Bayesian Bivariate Markov Switching Multifractal Model developed under the BEST award grant
Jantg/MSM_particle_filter
Packaged Python Codes for running particle filter on Markov Switching Multifractal Model (from 2018 Spring project)
Jantg/Housing_rankings_Hierarchical_Liner_reg
Shiny app for uncertainty incorporated housing search
Jantg/RQueen
Time series missing value imputation algorithm developed in STA642 class
Jantg/MSM_python
Liu and West filter for univariate Markov Switching Multifractal Model
Jantg/MSM_OIL
Jantg/Housing_rankings
Jantg/Lab1
Jantg/DavidRobinson_TrumpTweets
Jantg/Thesis
Bachelor Thesis: Used Random Forest and Stationary Bootstrap to generate the distribution of residuals between a pair of ETFs for pairs trading
Jantg/chinese-restaurant-process
Highly optimized Scala implementation of Chinese Restaurant Process based non-parametric Bayesian clustering