Zé Vinícius's repositories
riskparity.py
fast and scalable design of risk parity portfolios.
kelly-regression
kelly regression models done fast
spectralGraphTopology
Structured Graph Learning via Laplacian Spectral Constraints (NeurIPS 2019)
advent-of-code
my solutions to aoc in ocaml
checkthechain
ctc is a tool for collecting and analyzing historical data of Ethereum and other EVM chains
Clarabel.rs
Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.
elasticnet.py
fit elastic net and lasso very fast
FSharp.Stats
statistical testing, linear algebra, machine learning, fitting and signal processing in F#
funq
Source files for "Fun Q: A Functional Introduction to Machine Learning in Q"
george
Fast and flexible Gaussian Process regression in Python
graphgraph.py
Learning Laplacian Markov random fields in Python
highOrderPortfolios
Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
IsotoneRpkg
R package for general isotone optimization
lightkurve
A friendly package for Kepler & TESS time series analysis in Python.
mirca.github.io
A beautiful, simple, clean, and responsive Jekyll theme for academics
MTP2-finance
MTP2 for covariance estimation in financial data
ocaml-torch
OCaml bindings for PyTorch
openastronomy.github.io
The web site for the Open Astronomy effort.
rfinance-talk
my talk for rfinance 2023
riskparity.rs
Implementations of risk parity portfolios in Rust
riskParityPortfolio
Fast design of risk parity portfolios
scikit-learn
scikit-learn: machine learning in Python