[Nov 2023]
Even though I have a public GitHub profile, most of my code these days is paid for and thus closed-source. So I cannot publish here the interesting code that I have most recently written.
Anyway, my programming philosophy is that the aim of programming is to reduce the complexity of a problem and to communicate that clearly to anyone reading the code.
Some of the lessons I learned over the 15 years of professional programming are summarized here:software-development-guidelines
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- louisXW/MAVts
louisXW/MAVts PublicModel Performance Analysis and Visualization for Time Series Forecasting
Python 1
- Fast Hurst exponent calculation
Fast Hurst exponent calculation 1importpandasaspd
2importnumpyasnp
3fromnumbaimportjit
45defcalc_hurst(series:pd.Series,n_wins:int=300):
- Fast Kendall Tau calculation with py...
Fast Kendall Tau calculation with pytorch. 1importtorch
2importtime
3fromscipy.statsimportkendalltau
45defkendall(x,y):
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