Projects

Projects :

Bayesian statistics and related topics :

[Python - TensorFlow Probability] Bayesian Deep Learning

[Swift] Gaussian Mixture Model with EM algorithm

[Swift] Markov Chain Monte-Carlo - Metropolis-Hasting algorithm from scratch

Time Series :

Algorithmic Trading & Portfolio optimization

Bayesian time series prediction : Time Series analysis (Part 1)

Bayesian time series prediction : Random Walk (Part 2)