Vanilla & Exotic Financial Pricing

Python Wrapper for MUMPS

SMARTboost (boosting of smooth symmetric regression trees)

SMARTboost (boosting of smooth symmetric regression trees)

Data, Benchmarks, and methods submitted to the M5 forecasting competition

Google Hotels Scraper is an Apify actor for extracting data about hotels from Google search results.

Collection of papers read

Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

Jupyter notebooks on portfolio construction and analysis - EDHEC

Finetune Phi2 to be better at RAG

Dyula to French Translation

Distribute and run LLMs with a single file.

Python scripts for building Fongbe ASR

Ce package R fournit une interface conviviale pour accéder aux données de la BRVM, qui est une bourse régionale desservant plusieurs pays d'Afrique de l'Ouest. Avec ce package, les utilisateurs peu…

Python library to scrape financial data from Casablanca Stock Exchange(Bourse des Valeurs de Casablanca)

Generalized linear model training on column-stores with FPGA-enhanced data transformation

Access and analyze historical weather and climate data with Python.

Enabling easy statistical significance testing for deep neural networks.