TY-Cheng
Hey there! I'm Ian, hailing from the vibrant city-state Singapore. Currently revolving around: multivariate dependence and extreme statistics!
Singapore
Pinned Repositories
Kirk-s-approximation
Kirk's Approximation
Least-Square-Monte-Carlo
Implement either Least Square Monte Carlo (LSMC) method to price American put options
OMSCS-Notes
Notes from various courses in OMSCS program for reference only. For obvious reasons, no non-public coursework or materials exist in this repository.
OCT_Scan
OCT-based fouling layer thickness detection; MAT files processing; Image denoising
torchvinecopulib
Yet another vine copula package, using PyTorch.
TY-Cheng
UniBM
extreme value statistical analysis based on block maxima
typora-issues
Bugs, suggestions or free discussions about the minimal markdown editor — Typora
TY-Cheng's Repositories
TY-Cheng/torchvinecopulib
Yet another vine copula package, using PyTorch.
TY-Cheng/OCT_Scan
OCT-based fouling layer thickness detection; MAT files processing; Image denoising
TY-Cheng/UniBM
extreme value statistical analysis based on block maxima
TY-Cheng/TY-Cheng