Geoffrey Kasenbacher (@kgeoffrey)
github

kgeoffrey

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Top repositories

1

AutoHedge.jl

Automatic Options Hedging and Backtesting
Julia
56
star
2

HigherOrderDerivatives.jl

Automatic Higher Order Differentiation for Generic Julia Functions
Julia
7
star
3

StockMarketSimulator

Web App for Agent-based Stock Market Simulation (https://stockmarketsimulatorapp.herokuapp.com/)
Python
6
star
4

Portfolio-Optimization

Implementation of Mean-Variance Model (including individual weight constraints) for a capstone mathematics project
Jupyter Notebook
6
star
5

revisedsimplex

Solver for Linear Programs using Revised Simplex Method
Python
4
star
6

IceCream.jl

🍨 Light-weight Deep Learning framework 🍨
Julia
3
star
7

Statistical-Learning

Assessing accuracy of prediction; model selection; robustness; classification and regression trees; nearest-neighbour methods; neural networks; model averaging and ensembles; computational time and visualization for large data sets.
R
3
star
8

fastmoments

~100x faster calculation of Mean, Variance, Kurtosis, Skewness in R
C++
2
star
9

SmoothLpRegressions

Smooth approximations for L0, L1 and L-∞ regressions
Julia
2
star
10

btc-classifier

Should you buy Bitcoin now?
R
1
star
11

MatrixFactorization

Regularized ALS methods for Matrix factorization
Julia
1
star
12

SSVM.jl

Smooth Support Vector Machine
Julia
1
star
13

PhenologyGermany

Germany's historical phenological data visualized
Jupyter Notebook
1
star