GitLab

Code from the paper "A signature-based machine learning model for bipolar disorder and borderline personality disorder".

This includes an implementation of Conditional Variational Autoencoders (CVAE).

Predicting Mortality of ICU Patients: the PhysioNet/Computing in Cardiology Challenge 2012

Challenge website: https://physionet.org/challenge/2012

This repository contains the updated code that is being used in the Machine Learning reading group organised by Terry Lyons.

Machine learning model that uses signatures to recognise handwritten signatures.

Signature-based machine learning model that predicts, given daily data of a stock (more specifically, the evolution of its price and volume) which country the stock trades in.

Use of genetic algorithms for a simple trading strategy, in C++.

Pair trading in C++

MonteCarlo and Arima for stock selection

Trading strategy for the S&P 500 index based on ARIMA models.

ESGI116 Technip Project on Umbilical Optimised Design