High Dimensional Portfolio Selection with Cardinality Constraints
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Sep 27, 2022 - Python
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high-dimensional-statistics
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Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
statistics probability high-dimensional-data cross-correlation probability-theory denoising probability-statistics random-matrix-theory random-matrix random-matrices cross-correlation-processing high-dimensional-statistics high-dimensional-probability rotationally-invariant-estimator
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Nov 15, 2021 - Python
Presentation of the VSC model, a variant of VAE - 📔 High Dimensional Statistics
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Apr 11, 2025 - Python
Python package for penalized sieve estimation in tensor product spaces for non-parametric regression and classification estimation.
sieve nonparametric-regression multivariate-regression penalized-regression nonparametric-statistics tensor-product classification-models high-dimensional-statistics
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Nov 24, 2025 - Python
Implementation and presentation of the Variational Sparse Coding (VSC) model. High Dimensional Statistics course project.
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Apr 14, 2025 - Python
Advanced anomaly detection using topological data analysis and manifold learning.
outlier-detection manifold-learning topological-data-analysis anomaly-detection manifold-learning-algorithms outlier-detection-algorithm anomaly-detection-models anomaly-detection-algorithm outlier-detection-datasets high-dimensional-statistics
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Nov 4, 2025 - Python
Direct Python ports of Nonlinear Matrix Factorization implementations
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Jul 17, 2024 - Python
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