Geoffrey Kasenbacher's repositories
AutoHedge.jl
Automatic Options Hedging and Backtesting
HigherOrderDerivatives.jl
Automatic Higher Order Differentiation for Generic Julia Functions
Portfolio-Optimization
Implementation of Mean-Variance Model (including individual weight constraints) for a capstone mathematics project
StockMarketSimulator
Web App for Agent-based Stock Market Simulation (https://stockmarketsimulatorapp.herokuapp.com/)
revisedsimplex
Solver for Linear Programs using Revised Simplex Method
IceCream.jl
🍨 Light-weight Deep Learning framework 🍨
Statistical-Learning
Assessing accuracy of prediction; model selection; robustness; classification and regression trees; nearest-neighbour methods; neural networks; model averaging and ensembles; computational time and visualization for large data sets.
fastmoments
~100x faster calculation of Mean, Variance, Kurtosis, Skewness in R
SmoothLpRegressions
Smooth approximations for L0, L1 and L-∞ regressions
MatrixFactorization
Regularized ALS methods for Matrix factorization
PhenologyGermany
Germany's historical phenological data visualized
kgeoffrey.github.io
Personal Website
lca-pytorch
Sparse coding in PyTorch via the Locally Competitive Algorithm (LCA)