Algorithmic trading application for use with Interactive Brokers

Materials for Probability Theory and Modelling

Python implementation of Stochastic Variational Inference for LDA

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs, but inference in these models has proved challenging. Existing approaches to inference in DGP models assume …

Strange drum machine

Python scripts to run PLS (Physical Layer Security) simulations using Cooperative Jamming techniques in V2X networks.

Numerical simulation and theoretical analysis of Galton-Watson branching processes in Julia, covering extinction probabilities, phase transitions, carrying capacity constraints, and multi-type population dynamics.

Solutions for the "Higher Mathematics IV - Stochastics for Engineers" course

Distributions is a web service for showing graphs of different probability distributions.

Statistical quality control is a web service for calculating sampling plans for statistical quality control.

Personal repository consisting of fundamental concepts of different branches of mathematics and statistics.

Interaktive Stochastik-Visualisierung des Geburtstagsparadoxons mit theoretischer Berechnung und Monte-Carlo-Simulation.

Markov chain simulation is a web service for simulating markov chains.

Computationally verifying Berry-Esseen rates for sparse random d-regular graphs

Repository for the development of the stochastics library.