Paul's repositories
Nonlinear-Optimization-Algorithms
Implementation of nonlinear Optimization Algorithms in Python
Stanford-EE-364-A
convex optimization repo
Predict-prices-for-Airbnb-rentals-in-R
Predict prices for Airbnb rentals in NYC using Gradient Boost and NLP in R
Columbia-IEOR-4004
I use a self-implemented Trust-Region-Method to solve the optimization problem and calculate the accuracy based on test data
Columbia-IEOR-4525-SVM
Solving the Soft Margin Support Vector Machine by scipy.optimize
Columbia-MATH-5320
Repo for Quant Risk functions
Modified-cutting-angle-method
Modified Cutting angle method based on 'Cutting angle method - a tool for constrained global optimization'
NLP-functions
Functions for basic NLP and text analysis
Algorithmic-solution-of-the-Trust-Region-subproblem
In the following paper 2 algorithms are presented to solve the constrained Trust-region subproblem locally
Columbia-EECS-6690
Malware detection via Machine Learning
cvxpy
A Python-embedded modeling language for convex optimization problems.
Ubiquant-Financial-Market-Prediction
https://www.kaggle.com/c/ubiquant-market-prediction/overview
Columbia-IEOR-4525
Determine efficient portfolios by solving the Markowitz Optimization model
Columbia-MATH-5360
I generated pdfs of price fluctuations and associated alpha-parameters for stable non-gaussian distributions
Variance-of-return-fluctuations-over-time-shifts
Determine log-log Variance over 10000 time shifts