An online prediction tool for weight loss trajectory after bariatric surgery.
All sorts of stochastic simulations.
Libraries for stochastic processes simulation and visualization.
Interactive bond pricer, yield calculation and Monte Carlo pricing for callable.
Implementation of several expanders and empirical evidence of spectral and connectivity properties. Contribution to the networkx library.
Web app on spectral properties of large random matrices.
Markov stochastic models (SIS, SIR, SEIR...) to describe the evolution of epidemics on a network of connected individuals.
Analysis and implementation of neural approximator for contextual bandits and episodic MDP.
Theoretical and practical continuity of various graph embeddings (eigenmap, deep walk, graph kernels, random walk factorisation...)
Geometric study of correlation matrix via Frechet mean.