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Imperial College London
- London, UK
- https://www.filippopellegrino.eu
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Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python
A work in progress. Trying to write about all interesting or necessary pieces in the current development of LLMs and generative AI. Gradually adding more topics.
A limit order book matching engine written in Julia
Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms
Likelihood-Free Inference for Julia.
Bayesian inference with probabilistic programming.
Adaptive tolerance ABC-MCMC with post-correction
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable i…
Julia interface to the NOMAD blackbox optimization software
High-performance metaheuristics for optimization coded purely in Julia.
Companion Site for Economic Networks: Theory and Computation
Canonical Correlation Analysis Zoo: A collection of Regularized, Deep Learning based, Kernel, and Probabilistic methods in a scikit-learn style framework
A python library to build Model Trees with Linear Models at the leaves.
Hummingbird compiles trained ML models into tensor computation for faster inference.
Julia implementation of Decision Tree (CART) and Random Forest algorithms
Pull data from Federal Reserve Economic Data (FRED) directly into Julia
Interactive Lecture Notes, Slides and Exercises for Statistical NLP