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1. SGDCT_IPS SGDCT_IPS Public

   Nonparametric online kernel inference for interacting particle systems (Master's thesis Imperial College)

   Jupyter Notebook

2. GNN_Explainability GNN_Explainability Public

   GNN Explainability in a regression setting - semester project for Applied Mathematics MSc @ EPFL

   Python 2

3. MC_Financial_Sensitivities MC_Financial_Sensitivities Public

   Application of Monte-Carlo methods to compute financial sensitivities on different asset classes

   Jupyter Notebook

4. CV-for-PCA CV-for-PCA Public

   Thorough comparison of five Cross-Validation methods to find number of PCs for PCA

   HTML

5. NumericalIntegSDEs NumericalIntegSDEs Public

   Numerical Integration of SDEs - MATH450

   Jupyter Notebook

6. Optimization-LINMA1702 Optimization-LINMA1702 Public

   Project in linear and non-linear optimization

   Jupyter Notebook