Oskar Laverny's repositories
Copulas.jl
A fully `Distributions.jl`-compliant copula package
ThorinDistributions.jl
A Julia package that implements tools to work with and around multivariate generalized gamma convolutions.
WilliamsonTransforms.jl
Williamson and Inverse-Williamson transformations, in fully generic pure Julia.
EconomicScenarioGenerators.jl
Status: Technical Preview
AnalyticComb.jl
Solutions for combinatorial problems using symbolic methods.
Bruno.jl
Repository for the Julia package with financial tools for data generation, asset pricing and strategy testing
ChainLadder
Claims reserving models in R
ConstrainedLasso.jl
Algorithms for fit constrained lasso
DatagenCopulaBased.jl
Data generator based on copulas
Distributions.jl
A Julia package for probability distributions and associated functions.
fABBA
An efficient symbolic time series approximation technique
GlobalSensitivity.jl
Robust, Fast, and Parallel Global Sensitivity Analysis (GSA) in Julia
latex-diff-action
GitHub Action to compile LaTeX documents and create latex-diffs.
MultiFloats.jl
Fast extended-precision floating-point arithmetic for Julia
MvNormalCDF.jl
Quasi-Monte-Carlo numerical computation of multivariate normal probabilities
Nonconvex.jl
Toolbox for non-convex constrained optimization.
TaylorDiff.jl
Taylor-mode automatic differentiation for higher-order derivatives
ThreadingUtilities.jl
Utilities for low overhead threading in Julia.
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