Rishabh Kumar's repositories
Research-Internships-for-Undergraduates
List of Research Internships for Undergraduate Students
Advanced-Numerical-Techniques
Assignments for advanced numerical Techniques are stored in this repo.
ContinuousTimeMOM.jl
Continuous Time Markov Observation Models implementation in Julia
Monte-Carlo-Methods
Implementation of certain Morte Carlo Integration Problems
A2OJ-Ladder
A2OJ Ladder checkbox
AdvancedHMC.jl
Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms
kraken_reboot
Working Repository of Team AUV, IIT Kharagpur starting from Kraken 3.5
Alberta-Research
Some prototypes while conducting research for my thesis @UAlberta.
amazon-music
Provide programmatic access to Amazon Music/Prime Music's streaming service
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
blog
Hugo blog and content goes here
Experimental-Segmentation
Some noteworthy algorithms for unsupervised segmentation.
GitHubGraduation-2021
Join the GitHub Graduation Yearbook and "walk the stage" on June 5.
JuliaLab-Presentation
Abhi's Julia code on fraud detection implemented in Julia
JuliaOverview
Beamer presentation introducing Julia
kgp-math-circle
Archive of IIT KGP Math Circle.
notebooks
Various notebooks and tutorials on subjects of interest.
numerical-linear-algebra
Free online textbook of Jupyter notebooks for fast.ai Computational Linear Algebra course
pca-autoencoder-relationship
Understand the relationship between PCA and autoencoder
probabilisticAI_tutorials
Repo for the Tutorials of Day1-Day3 of the Nordic Probabilistic AI School (https://probabilistic.ai/)
probai-2019
Materials of the Nordic Probabilistic AI School 2019.
PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
pymanopt
Python toolbox for optimization on Riemannian manifolds with support for automatic differentiation
python-training
Python training for business analysts and traders
SLV-CTMCApproximation.jl
Simulation and Parameter Estimation for Stochastic Volatility models using Kushner's Markov Chain Approximation approach (coupled with explicit solutions to some SDEs)
StochasticVolatilityModels
Programs that implement parameter estimation and MC approximations methods to find solutions of stochastic volatility models