Antoine Falck's repositories
object-tracking
Object trackers using Kalman filter and particle filter with MATLAB
image-segmentation
Image segmentation using Markov chain with MATLAB
greeks-automatic-differentiation
Computation of greeks on an option basket with automatic differentiation
option-basket-pricing
Price a basket option using a Monte Carlo estimator or the antithetic method
taylor-rule
Analysis of the Taylor rule's efficiency from 1988 to 2015 in the US
CAPM-credit
Mean-variance optimization on a bond portfolio
jeu-2D-pokemon
2D look alike Pokemon game
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