quentin le roux's repositories
vix_index_modelization
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
market_data_extraction_tool
Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.
financial_metrics_comparisons
Comparisons of financial metrics (e.g. VaR vs CVaR/ES, simple vs log returns, etc.).
UCA_MSc-DS2
Repository of the classes taken at UCA's Master of Sciences Data Science Year 2.
financial_crisis_prediction_homology
Financial time series analysis & crisis prediction with persistent homology.
botjack_discord_bot
Discord bot implementation with an ML-trained image classification function.
faceforensics_reproduction
Reproduction/refactoring of the FaceForensics++ classification process.
page_rank_GNN
Implementation of a regression Graph Neural Network to predict PageRank.
cuda_ndtri_ppf
Port of scipy's inverse Standard Gaussian CDF (ndtri.c) in Pytorch (c. 6x performance with CUDA).
data_science_with_R
Series of small data science projects (e.g. neurocognition) built with R.
UCA_MSc-DS1
Repository of the classes taken at UCA's Master of Sciences Data Science Year 1.
choropleth_wasabi_dataset
Choropleth exploration of the WASABI database using D3.js for visualization and R for data pre-processing.
kickstarter_success_predictor
Implementation of ML PySpark pipelines on Kickstarter's pledge dataset available on Kaggle.
machine_learning_applications
Implementation of machine learning models for learning purposes.
medical_data_augmentation
Comparison of data augmentation methods on medical classification tasks.
mimic_rehospitalization_prediction
Implementation of predicting models on re-hospitalization rate based on a sample from the MIMIC dataset.
quantumcomputingbook
Companion site for the textbook Quantum Computing: An Applied Approach
tiny_adversary
Example implementation of adversarial attacks in Tinygrad.
tinygrad
You like pytorch? You like micrograd? You love tinygrad! ❤️
tinygrad_backward_tests
Exploration of changes of the .backward() method in tinygrad.