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adriens63/README.md 
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┌──┤ Adrien Servière ├─────────▰▰▰
│
├─▣ Some of my projects are open-sourced here
├─▣ IP-Paris and Paris-Saclay University
├─▣ ENSAE Paris
├─▣ Preparatory class Blaise Pascal (MP*)
│
└───────────────────────────────▰▰▰

┌──┤ Featured projects ├─────────▰▰▰
│
├─◈ Neural network BERT fine-tuning
├─◈ Word embedding
├─◈ Pricing in the lifted Heston model
├─◈ Optimal transport for domain adaptation
│
└───────────────────────────────▰▰▰

┌──┤ Papers reading and reviews ├───────▰▰▰
│
├─◈ Market making by an FX dealer
├─◈ Markov switching GARCH model
│
└───────────────────────────────▰▰▰

┌──┤ Contact ├─────────▰▰▰
│
├─◈ You can reach me here: LinkedIn
├─◈ Or here: Telegram
│
└───────────────────────────────▰▰▰


  

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  1. bert_fine_tuning_for_mlm_and_token_classification bert_fine_tuning_for_mlm_and_token_classification Public

    Python 3

  2. quiz_generator quiz_generator Public

    Forked from taminemelissa/quiz-generator

    Jupyter Notebook

  3. word2vec_tf word2vec_tf Public

    Word2vec implementation from scratch

    Python

  4. markov_switching_garch_model markov_switching_garch_model Public

    Implementation and review on the literature around the following article from Luc Bauwens, Arie Preminger, and Jeroen VK Rombouts: “Theory and inference for a Markov switching GARCH model”. In The …

    R 1

  5. mcmc_unbiased_gibbs_sampler_ocaml mcmc_unbiased_gibbs_sampler_ocaml Public

    OCaml

  6. pricing_lifted_heston_model pricing_lifted_heston_model Public

    Call pricing in the lifted Heston model using Fourrier inversion formulas.

    Jupyter Notebook 2