Bariatric Weight Trajectory Prediction

An online prediction tool for weight loss trajectory after bariatric surgery.


All sorts of stochastic simulations.


Libraries for stochastic processes simulation and visualization.

Bond pricer

Interactive bond pricer, yield calculation and Monte Carlo pricing for callable.

Expander graphs

Implementation of several expanders and empirical evidence of spectral and connectivity properties. Contribution to the networkx library.

Random matrices

Web app on spectral properties of large random matrices.

Markov Epidemic

Markov stochastic models (SIS, SIR, SEIR...) to describe the evolution of epidemics on a network of connected individuals.

Neural exploration

Analysis and implementation of neural approximator for contextual bandits and episodic MDP.

Continuity of Graph Embeddings

Theoretical and practical continuity of various graph embeddings (eigenmap, deep walk, graph kernels, random walk factorisation...)

Optimal Transport Correlation

Geometric study of correlation matrix via Frechet mean.