Skip to content
View Noomkwah's full-sized avatar
3 followers · 1 following

Block or report Noomkwah

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned Loading

  1. NeuralSDE NeuralSDE Public

    A project based on the article "Robust Pricing and Hedging via Neural SDEs", that implements the main ideas developed and reproduces its results.

    Jupyter Notebook 1

  2. LongstaffSchwartz LongstaffSchwartz Public

    A project based on the article "Valuing American Options by Simulation - A Simple Least-Squares Approach". We reproduce the results from the paper.

    Jupyter Notebook 1

  3. MeanFieldGames MeanFieldGames Public

    A short project that aims at solving a Forward/Backward PDE system (of HJB and KFP equations) in the context of Mean Field Games.

    Jupyter Notebook 3

  4. UnderstandingTreeSHAP UnderstandingTreeSHAP Public

    A short tutorial on how the algorithm TreeSHAP works, and what are the maths behind it.

    Jupyter Notebook 2

  5. HMLasso HMLasso Public

    An implementation of the "Lasso with High Missing Rate", that performs well at selecting relevant features in a huge and sparse dataset.

    Jupyter Notebook 3

  6. ARIMA ARIMA Public

    A project of linear time series analysis done in collaboration with Jeanne Gauthier.

    TeX