Repositories
Paulnkk/Word2Vec-in-Numpy
Repo for word2vec in numpy
Paulnkk/Columbia-IEOR-4004
I use a self-implemented Trust-Region-Method to solve the optimization problem and calculate the accuracy based on test data
Paulnkk/Stanford-EE-364-A
convex optimization repo
Paulnkk/Nonlinear-Optimization-Algorithms
Implementation of nonlinear Optimization Algorithms in Python
Paulnkk/Columbia-IEOR-4525-SVM
Solving the Soft Margin Support Vector Machine by scipy.optimize
Paulnkk/Columbia-IEOR-4525
Determine efficient portfolios by solving the Markowitz Optimization model
Paulnkk/Columbia-MATH-5360
I generated pdfs of price fluctuations and associated alpha-parameters for stable non-gaussian distributions
Paulnkk/Columbia-MATH-5320
Repo for Quant Risk functions
Paulnkk/Columbia-EECS-6690
Malware detection via Machine Learning
Paulnkk/cvxpy
A Python-embedded modeling language for convex optimization problems.
Paulnkk/NLP-functions
Functions for basic NLP and text analysis
Paulnkk/Modified-cutting-angle-method
Modified Cutting angle method based on 'Cutting angle method - a tool for constrained global optimization'
Paulnkk/Predict-prices-for-Airbnb-rentals-in-R
Predict prices for Airbnb rentals in NYC using Gradient Boost and NLP in R
Paulnkk/Parameter-optimization-for-trading
Paulnkk/Algorithmic-solution-of-the-Trust-Region-subproblem
In the following paper 2 algorithms are presented to solve the constrained Trust-region subproblem locally
Paulnkk/Variance-of-return-fluctuations-over-time-shifts
Determine log-log Variance over 10000 time shifts
Paulnkk/Ubiquant-Financial-Market-Prediction
https://www.kaggle.com/c/ubiquant-market-prediction/overview