marcaureledivernois
I have a PhD in Mathematical Finance from EPFL and am now working as Data Scientist. My repos mainly include my research papers or lectures I have taught
EPFLLausanne
Pinned Repositories
_bayesian_optimization
Bayesian Optimization for hyperparameter choice
duan-replication
MATLAB codes to replicate Duan et al. 's paper "Multiperiod corporate default prediction—A forward intensity approach"
firm-network
Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"
forward-intensity
Source codes and plots for my paper "A Deep Learning Approach to Estimate Forward Default Intensities"
PhD_thesis
LaTeX codes for my PhD thesis at EPFL
PortfolioOptimization
This is a toy portfolio optimization tool used as example of project in the QARM lecture at HEC.
semantic_game
Word Mini-Game : Guess the secret word ! Play here :
sent2vec
General purpose unsupervised sentence representations
stocktwits-download
Source codes to scrape tweets from the Stocktwits API and store as JSON. Preprocessing steps for NLP classification.
tweet_sklearn
NLP repo for our paper "StockTwits Classified Sentiment and Stock Returns". StockTwits data is available in the README.
marcaureledivernois's Repositories
marcaureledivernois/firm-network
Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"
marcaureledivernois/stocktwits-download
Source codes to scrape tweets from the Stocktwits API and store as JSON. Preprocessing steps for NLP classification.
marcaureledivernois/tweet_sklearn
NLP repo for our paper "StockTwits Classified Sentiment and Stock Returns". StockTwits data is available in the README.
marcaureledivernois/_bayesian_optimization
Bayesian Optimization for hyperparameter choice
marcaureledivernois/duan-replication
MATLAB codes to replicate Duan et al. 's paper "Multiperiod corporate default prediction—A forward intensity approach"
marcaureledivernois/forward-intensity
Source codes and plots for my paper "A Deep Learning Approach to Estimate Forward Default Intensities"
marcaureledivernois/PhD_thesis
LaTeX codes for my PhD thesis at EPFL
marcaureledivernois/PortfolioOptimization
This is a toy portfolio optimization tool used as example of project in the QARM lecture at HEC.
marcaureledivernois/sent2vec
General purpose unsupervised sentence representations
marcaureledivernois/_AB_testing
AB Testing of conversion rates
marcaureledivernois/semantic_game
Word Mini-Game : Guess the secret word ! Play here :
marcaureledivernois/_convolutional_neural_network
Convolution Neural Networks for digit classification
marcaureledivernois/_embeddings
Learn word embeddings on Harry Potter corpus
marcaureledivernois/_gaussian_mixture_models
Gaussian mixture model for predicting customer churn
marcaureledivernois/_k_means_clustering
K-means for fraud/anomaly detection
marcaureledivernois/_naive_bayes_classifier
Naive Bayes classifier for spam detection
marcaureledivernois/_principal_component_analysis
Principal Component Analysis theory and use case on toy data
marcaureledivernois/_random_forests
Random forest on Kaggle use case
marcaureledivernois/_recommander_system
Movie recommender system based on IMDB data
marcaureledivernois/_support_vector_machine
SVM theory and use case on toy data
marcaureledivernois/_topic_modelling
Document classification without predefined set of topics
marcaureledivernois/AutoML
marcaureledivernois/kaggle_titanic
Kaggle competition - Titanic
marcaureledivernois/MadeWithML
Learn how to responsibly deliver value with ML.
marcaureledivernois/ml-fraud-detection-kmeans-pca-nn-logistic
Credit card fraud detection with unlabeled data. Algos : PCA, K-means, ANN, Logistic
marcaureledivernois/MNIST-K-Means-Clustering
K-Means Clustering to Identify Handwritten Digits
marcaureledivernois/pulse-classification-svm
input-app-svm-classification
marcaureledivernois/svm_mnist_digit_classification
Digit classification using SVM
marcaureledivernois/tflearn
Deep learning library featuring a higher-level API for TensorFlow.
marcaureledivernois/timeseries-algos
Contains different algos for timeseries analysis