Oskar Laverny (lrnv)

lrnv

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Company:Aix-Marseille Université

Location:Marseille

Home Page:actuarial.science

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JuliaSurv

Oskar Laverny's repositories

Copulas.jl

A fully `Distributions.jl`-compliant copula package

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ThorinDistributions.jl

A Julia package that implements tools to work with and around multivariate generalized gamma convolutions.

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cort

Classes and Tools For Some Empirical and Non-parametrical Copula Models.

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WilliamsonTransforms.jl

Williamson and Inverse-Williamson transformations, in fully generic pure Julia.

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EconomicScenarioGenerators.jl

Status: Technical Preview

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cv

A continuously compiled and fairly automated latex resume

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AnalyticComb.jl

Solutions for combinatorial problems using symbolic methods.

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Bruno.jl

Repository for the Julia package with financial tools for data generation, asset pricing and strategy testing

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ChainLadder

Claims reserving models in R

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ConstrainedLasso.jl

Algorithms for fit constrained lasso

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Convex.jl

A Julia package for disciplined convex programming

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COSMO.jl

COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.

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DatagenCopulaBased.jl

Data generator based on copulas

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Distributions.jl

A Julia package for probability distributions and associated functions.

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fABBA

An efficient symbolic time series approximation technique

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GlobalSensitivity.jl

Robust, Fast, and Parallel Global Sensitivity Analysis (GSA) in Julia

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HazReg.jl

Parametric hazard-based regression models (Julia package)

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latex-diff-action

GitHub Action to compile LaTeX documents and create latex-diffs.

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MultiFloats.jl

Fast extended-precision floating-point arithmetic for Julia

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MvNormalCDF.jl

Quasi-Monte-Carlo numerical computation of multivariate normal probabilities

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Nonconvex.jl

Toolbox for non-convex constrained optimization.

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Optim.jl

Optimization functions for Julia

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TaylorDiff.jl

Taylor-mode automatic differentiation for higher-order derivatives

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ThreadingUtilities.jl

Utilities for low overhead threading in Julia.

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vscode-ltex

LTeX: Grammar/spell checker :mag::heavy_check_mark: for VS Code using LanguageTool with support for LaTeX :mortar_board:, Markdown :pencil:, and others

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