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
Language:HTML1 2 03
Least-Square-Monte-Carlo
Implement either Least Square Monte Carlo (LSMC) method to price American put options
Language:R7 3 01
OCT_Scan
OCT-based fouling layer thickness detection; MAT files processing; Image denoising
Language:MATLAB1 1 02
torchvinecopulib
Yet another vine copula package, using PyTorch.
Language:Python168 3 131
TY-Cheng
0 1 00
UniBM
extreme value statistical analysis based on block maxima
Language:Jupyter Notebook1 3 00

TY-Cheng's Repositories

TY-Cheng/torchvinecopulib
Yet another vine copula package, using PyTorch.
Language:Python168 3 131
TY-Cheng/OCT_Scan
OCT-based fouling layer thickness detection; MAT files processing; Image denoising
Language:MATLAB1 1 02
TY-Cheng/UniBM
extreme value statistical analysis based on block maxima
Language:Jupyter Notebook1 3 00
TY-Cheng/TY-Cheng
0 1 00