Pinned Repositories
AutoHedge.jl
Automatic Options Hedging and Backtesting
fastmoments
~100x faster calculation of Mean, Variance, Kurtosis, Skewness in R
HigherOrderDerivatives.jl
Automatic Higher Order Differentiation for Generic Julia Functions
IceCream.jl
🍨 Light-weight Deep Learning framework 🍨
Portfolio-Optimization
Implementation of Mean-Variance Model (including individual weight constraints) for a capstone mathematics project
revisedsimplex
Solver for Linear Programs using Revised Simplex Method
SmoothLpRegressions
Smooth approximations for L0, L1 and L-∞ regressions
Statistical-Learning
Assessing accuracy of prediction; model selection; robustness; classification and regression trees; nearest-neighbour methods; neural networks; model averaging and ensembles; computational time and visualization for large data sets.
StockMarketSimulator
Web App for Agent-based Stock Market Simulation (https://stockmarketsimulatorapp.herokuapp.com/)
TPM
Neural Cryptography and Tree Parity Machines
kgeoffrey's Repositories
kgeoffrey/AutoHedge.jl
Automatic Options Hedging and Backtesting
kgeoffrey/HigherOrderDerivatives.jl
Automatic Higher Order Differentiation for Generic Julia Functions
kgeoffrey/Portfolio-Optimization
Implementation of Mean-Variance Model (including individual weight constraints) for a capstone mathematics project
kgeoffrey/StockMarketSimulator
Web App for Agent-based Stock Market Simulation (https://stockmarketsimulatorapp.herokuapp.com/)
kgeoffrey/revisedsimplex
Solver for Linear Programs using Revised Simplex Method
kgeoffrey/IceCream.jl
🍨 Light-weight Deep Learning framework 🍨
kgeoffrey/Statistical-Learning
Assessing accuracy of prediction; model selection; robustness; classification and regression trees; nearest-neighbour methods; neural networks; model averaging and ensembles; computational time and visualization for large data sets.
kgeoffrey/fastmoments
~100x faster calculation of Mean, Variance, Kurtosis, Skewness in R
kgeoffrey/SmoothLpRegressions
Smooth approximations for L0, L1 and L-∞ regressions
kgeoffrey/MatrixFactorization
Regularized ALS methods for Matrix factorization
kgeoffrey/PhenologyGermany
Germany's historical phenological data visualized
kgeoffrey/SSVM.jl
Smooth Support Vector Machine
kgeoffrey/TPM
Neural Cryptography and Tree Parity Machines
kgeoffrey/kgeoffrey.github.io
Personal Website
kgeoffrey/lca-pytorch
Sparse coding in PyTorch via the Locally Competitive Algorithm (LCA)
kgeoffrey/neko
kgeoffrey/pixelate