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Julien Raffaud's repositories

Hawkes Processes: Parameter estimation and simulation.

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PySpark Implementation of the ProtoDash subset selection algorithm.

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Gaussian mixture model for regime detection in financial time series

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Pricing American basket options using Least-Squares Monte-Carlo.

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Optimal sparse portfolio construction using regularisation methods.

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Generate all maximal cliques in any graph.

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Analysis of the dependency & causality structure of a financial market.

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Detectron2 is FAIR's next-generation platform for object detection and segmentation.

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End-to-End Object Detection with Transformers

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Matlab library for gradient descent algorithms: Version 1.0.1

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Parametric & non-parametric VaR/CVaR forecasting.

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Basic European reverse knock-out option pricing using Monte-Carlo simulations in C++.

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Trax — Deep Learning with Clear Code and Speed

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Implementation of the RL Value Iteration Algorithm.

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