Pat-Laub

Lecturer in Risk & Actuarial Studies at UNSW

UNSWSydney, Australia

Pinned Repositories

edm-stata
[Stata Package] Empirical Dynamic Modeling for Causal Analysis
Language:C++11
fastEDM-r
[R package] Empirical Dynamic Modeling for Causal Analysis
Language:C++40
approxbayescomp
[Python Package] Approximate Bayesian Computation
Language:Python5 4 10
DeepLearningForActuaries
The lecture slides from my recent "Deep Learning for Actuaries" courses (coded ACTL3143 & ACTL5111) at UNSW.
Language:Jupyter Notebook7 2 16
EMpht.jl
[Julia Package] Fitting Phase-Type Distributions using an EM Algorithm
Language:Julia12 3 25
hawkesbook
[Python Package] Code from 'The Elements of Hawkes Processes' Book
Language:Python27 3 19
rare-events
A Short Course on Rare Event Simulation Algorithms
Language:Jupyter Notebook4 2 01
simpatico
A C source code style checker..
Language:Python6 4 75
UNSW-Quarto-Slides-Template
A template for using Quarto to produce slides with the UNSW theme.
Language:JavaScript3 1 01

Pat-Laub's Repositories

Pat-Laub/hawkesbook
[Python Package] Code from 'The Elements of Hawkes Processes' Book
Language:Python27 3 19
Pat-Laub/EMpht.jl
[Julia Package] Fitting Phase-Type Distributions using an EM Algorithm
Language:Julia12 3 25
Pat-Laub/DeepLearningForActuaries
The lecture slides from my recent "Deep Learning for Actuaries" courses (coded ACTL3143 & ACTL5111) at UNSW.
Language:Jupyter Notebook7 2 16
Pat-Laub/simpatico
A C source code style checker..
Language:Python6 4 75
Pat-Laub/approxbayescomp
[Python Package] Approximate Bayesian Computation
Language:Python5 4 10
Pat-Laub/rare-events
A Short Course on Rare Event Simulation Algorithms
Language:Jupyter Notebook4 2 01
Pat-Laub/UNSW-Quarto-Slides-Template
A template for using Quarto to produce slides with the UNSW theme.
Language:JavaScript3 1 01
Pat-Laub/SeasonalCUSUM
Language:Jupyter Notebook2 2 0
Pat-Laub/catastrophe-reinsurance-pricing-compound-point-process
Language:Jupyter Notebook1 1 0
Pat-Laub/cookbook
Data and analytics cookbook for actuaries
Language:Jupyter Notebook1 0 0
Pat-Laub/EDM-Strasbourg
Language:Julia1 1 01
Pat-Laub/exact-simulation-of-extrinsic-stress-release-processes
Language:Jupyter Notebook1 2 0
Pat-Laub/PhaseTypeLifeInsurance
Online accompaniment for "Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits"
Language:Julia1 2 0
Pat-Laub/abc-party
Language:HTML1 0
Pat-Laub/ActuarialOrthogonalPolynomials
Language:Jupyter Notebook2 0
Pat-Laub/ApproxBayes.jl
Approximate Bayesian Computation (ABC) algorithms for likelihood free inference in julia
Language:Julia
Pat-Laub/approxbayescomp-r
Language:R1 0
Pat-Laub/arrayfire
ArrayFire: a general purpose GPU library.
Language:C++1 0
Pat-Laub/bitcoin-hashing
A little demo website for showing off the mathematical process of mining for a bitcoin.
Language:HTML1
Pat-Laub/cppabc
A C++ Approximate Bayesian Computation experiment (ABC-SMC)
Language:C++2 0
Pat-Laub/EDM-TSF2022
EDM slides for my talk at the Time Series Forecasting Symposium 2022
Language:Julia2 0
Pat-Laub/eikon-downloader
Language:Python2 0
Pat-Laub/mapfit
A Tool for parameter estimation of phase-type distribution and Markovian arrival process on R
Language:C++2 0
Pat-Laub/phd-thesis
Language:Mathematica2
Pat-Laub/PushoutDensityEstimation
Source code and supplementary material for "Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables"
Language:Mathematica1
Pat-Laub/pyABC
distributed, likelihood-free inference
Language:Python2 0
Pat-Laub/quarto-cli
Open-source scientific and technical publishing system built on Pandoc.
Language:JavaScript0 0
Pat-Laub/SPLICE
An individual claim simulator of Synthetic Paid Loss and Incurred Cost Experience (SPLICE)
Language:R
Pat-Laub/test-docs
Language:HTML2 0
Pat-Laub/tree
Print a directory structure as a tree (like the Unix command)
Language:Python0 0