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Benchmark a given function for variable input sizes and find out its time complexity
Updated
Jul 8, 2024
Haskell
Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
Updated
Mar 23, 2017
Python
Framework for estimating parameters and the empirical sandwich covariance matrix from a set of unbiased estimating equations (i.e. M-estimation) in R.
Estimating route conditional travel time and its uncertainty.
Code for the papers "Faster Lead-Acid Battery Simulations from Porous Electrode Theory"
Updated
Feb 6, 2019
Python
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.
MATH3022 Scientific and Industrial Modelling at UWA
Updated
Jun 10, 2022
HTML
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of a Gaussian random walk.
Random Data Structures & Algorithms code
Code for "Cross-Over Jackknife Bias Correction for Nonlinear/Nonstationary Panel" (with Victor Chernozhukov and Ivan Fernandez-Val)
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