GitHub

Learn machine learning by building all the fundamentals from scratch - with Python

Learn machine learning from the ground up - using Python and a handful of fundamental tools. This repository contains a range of resources associated with the 2nd edition of the university textbook ...
GitHub

Implied Volatility Surface Builder

The Black-Scholes model assumes constant volatility a convenient fiction that breaks immediately when you look at real option prices. Implied volatility varies across strikes (skew) and maturities ...
IEEE

Too many secants: a hierarchical approach to secant-based dimensionality reduction on large data sets

Abstract: A fundamental question in many data analysis settings is the problem of discerning the “natural” dimension of a data set. That is, when a data set is drawn from a manifold (possibly with ...
IEEE

A Stable and Efficient Hybrid Method by Imposing Kapzov Assumption Explicitly for the Space Charge Problem of the HVDC Transmission Lines

Abstract: To overcome the problem of the inefficiency and oscillation when applying the secant methods to impose the boundary conditions, this study presents a hybrid method for the space charge ...