David Cicoria (@DavidCico)
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DavidCico

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Top repositories

1

Enhanced-Event-Driven-Backtester

In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.
Python
48
star
2

Development-of-Navier-Stokes-code-by-projection-method

This repository contains a Fortran implementation of a 2D flow using the projection method, with Finite Volume Method (FVM) approach. The code solves Navier Stokes equations in a 2D lid driven cavity, with computation of the rotational as well.
Fortran
20
star
3

Multi-species-mass-transport-library-for-OpenFOAM-2.3.X

An open-source library for the computational modeling of mass-transport phenomena for OpenFOAM-2.3.X
C++
16
star
4

Forecasting-direction-of-trade-an-example-with-LSTM-neural-network

In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.
Python
16
star
5

Factor-risk-model-with-principal-component-analysis

This repository shows the application of PCA technique for risk factor modelling of financial securities.
Python
15
star
6

Univariate-time-series-analysis-of-cryptocurrency-data-with-ARIMA-and-SARIMA-and-hypergrid-search

Two Jupyter Notebooks written in Python, treating of time series analysis with ARIMA and its seasonal counterpart.
Jupyter Notebook
11
star
7

Study-of-a-buy-and-hold-investment

In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.
Python
7
star
8

Design-of-an-evaporator-for-a-buoyant-two-phase-flow-cooling-loop-of-a-telecommunication-satellite

In this repository, a procedure is implemented in MATLAB to study the two-phase flow in an evaporator cooling loop of a telecommunication satellite. The flow is modelled considering gravity, singular losses, and different models. We are then able to follow the evolution of the physical variables which characterize the system.
MATLAB
7
star
9

Two-dimensional-flow-in-Finite-Volume-Method

This repository contains a Fortran implementation of a 2D flow using Finite Volume Method (FVM). The code models the transport of a passive scalar for both orthogonal and skewed meshes.
Fortran
7
star
10

Some-finite-rate-chemistry-solvers-for-OpenFOAM-2.3.X

This repository contains different solvers for OpenFOAM 2.3.0
C++
6
star
11

A-library-to-generate-turbulence-from-inlet-boundary-condition-for-OpenFOAM-2.3.X

This repository contains a turbulence generator for inlet boundary condition in OpenFOAM 2.3.0.
C++
5
star
12

Self-implementation-of-KNN-algorithm

A k-nearest neighbors algorithm is implemented in Python from scratch to perform a classification or regression analysis.
Python
4
star
13

Self-implementation-of-a-random-forest-algorithm

A random forest algorithm is implemented in Python from scratch to perform a classification analysis.
Python
3
star
14

Web-scraping-with-Beautiful-Soup-an-example-on-cryptocurrency-data----deprecated-DOM-change

This repository shows an example on how data can be harvested on a website by using Python, and the Beautiful Soup library.
Jupyter Notebook
3
star
15

Data-structures-and-Sorting-algorithms

This repository contains some data structures and sorting algorithms implemented in JAVA.
Java
2
star
16

Boston-House-Prices-With-Regression-Machine-Learning-and-Keras-Deep-Learning

In this repository, a regression analysis is conducted using different machine learning and deep learning models. The study is led in order to choose the most suitable model by looking at different characteristics (models tuning, features scaling, etc).
Jupyter Notebook
2
star
17

Simple-functions-for-starting-machine-learning-with-Python

Several notebooks that contain different functions implemented in Python to understand the basic steps to carry out a machine learning problem.
Jupyter Notebook
1
star