Name: Melvin Avarez
Type: User
Company: PECUBE
Bio: Quant / AI Research Engineer @PECUBE - enjoy researching, modeling, developing, deploying, industrializing Big Data Workflows as well as scalable ML algorithms
Location: Paris
Melvin Avarez's Projects
a python package for simulation and inference of Hawkes processes.
Talk "Abstraction de données à haut niveau via le Representation Learning" : Slides et implémentation des algorithmes présentés en Scikit Learn et Tensorflow
Simple starter-kit for a nice Kubernetes cluster at home using Vagrant.
Monte-Carlo Simulation of the so-called 2048 game using numba as input of Markov-Chain-Monte-Carlo algorithm
Pair trading using functional programming on Python using pairs created from NASDAQ data on Alpaca API
Quadratic-Mixed-integer Programming formulation of Ramp Loss Support Vector Machine using a branch-and-bound algorithm
Medium-frequency statistical arbitrage strategies using Modin and JAX. Simulation of several portfolios using Ornstein-Ulhenbeck Processes