Quant researcher.
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Susquehanna International Group
- Dublin
- https://alexisrosuel.github.io/
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lrv-test Public
Implementation of the Loubaton-Rosuel-Vallet test
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spectral-coherence Public
Package to compute estimates of the spectral coherency matrix of time series
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gpy-test Public
Implementation of the Pan-Gao-Yang independence test
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CLT-LSS-coherence Public
Experiments for the paper on the CLT proved for Linear Spectral Statistics of the estimated coherence matrix
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AMSDT Public
Automated Model Specification and Diagnostic Test
Python MIT License UpdatedJul 22, 2018 -
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TrackingHMM Public
Forked from jauffretp/TrackingHMMFace tracking using HMM
Jupyter Notebook UpdatedJan 11, 2017 -
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