François de Ryckel's Projects
Introduces common algorithmic and numerical schemes that are used in practice for pricing and hedging financial derivative products. Among others, the course covers Monte-Carlo simulation methods (generation of random variables, exact simulation, discretization schemes), finite difference schemes to solve partial differential equations, numerical i
Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost
Some interesting questions in Applied Stochastic Process!
App based on Frappe Framework for Booking Appointments on Services Businesses. No Need of ERPNext Installatation
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
ASC xml to MB csv
Course repo for EDLD 654 (Machine Learning for Educational Data Science) at UO COE - Fall 23
Frappe based Canteen Management System
A series of blog posts about modeling the COVID-19 epidemic using the SIR model
:scroll: My Data Driven CV written with R, YAML, & LaTeX
ERPNext Restaurant
App to manage ERPNext User, Company and Space limitations
Collection of notebooks about quantitative finance, with interactive python code.
Pricing derivatives using the explicit finite-difference method
A small plugin for Frappe that adds the support of customizations to the attach control.
Front Desk (Hotel Front Office) implemented on top of ERP Next
Starter files, final projects, and FAQ for my HTML + CSS course
A school dedicated frappe app
Documentation for the ifitwala_ed Frappe app
Machine Learning project with focuses on using numerous regression methods to predict commodity price movement.
A book about machine learning in R
The Official Repository of Mastering Financial Pattern Recognition
openSIS is a commercial grade, secure, scalable & intuitive Student Information System, School Management Software from OS4ED. Has all functionalities to run single or multiple institutions in one installation. Web based, php code, MySQL database.
In this repository, I have incorporated some of my projects involving pricing of financial derivative products such as options. I went through the implementation of Option Pricing Algorithms using Binomial Tree lattice methods, Finite Difference, Monte Carlo simulation, and Black Scholes option pricing formula. In addition, I have included an algor
Continuous-Time Finance - Put Option Pricing & Implicit Finite Difference Method