/masters_project

Maxim Fedotov and Antoine Carnec's masters project.

Primary LanguageJupyter Notebook

This repository contains a python implementation of the SMC algorithm described in our master's project for the Msc in Data Science Methodology at the Barcelona School of Economics.

The repository is organized as follows:

  • alasmc contains the code as well as the tests.
  • experiments contains code to run experiments that test the functioning of the algorithm as described in the paper.
  • paper contains the final writeup of our master's project.