Name: PINAKI BHATTACHARYYA
Type: User
Bio: Graduate Student
Interests: Soft condensed matter physics, Stochastic Processes, Biophysics, Nonequilibrium Statistical Mechanics, Quantitative Finance
Twitter: pinakiclickz
Location: Bangalore, India
PINAKI BHATTACHARYYA's Projects
Automatic extraction of relevant features from time series:
A Python package to store time series data in HDF5 files using PyTables
🍞📝 Markdown WYSIWYG Editor. GFM Standard + Chart & UML Extensible.
Ipython notebooks for math and finance tutorials
Please see the readme file for more info
Collection of algorithms for online portfolio selection
Given the parameters of a Generalized Langevin Equation and the vibrational density of states predicts the velocity-velocity autcorrelation obtained by the dynamics. Conversely, given the velocity-velocity autocorrelation function removes the disturbance affected by the thermostat and returns the underlying vibrational density of states.
This is the material for the URFIST course on Git & GitHub. Bordeaux, March 27 & 28, 2018.
A variational method for fast, approximate inference for stochastic differential equations.
A flexible tool for creating, organizing, and sharing visualizations of live, rich data. Supports Torch and Numpy.
Variational Inference for Langevin Equations
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.
VPython running in a Jupyter notebook
Real time stock and option data.
Codes associated with Warne, Baker and Simpson (2018) Implementations of simulation and inference algorithms for stochastic reaction networks: from basic concepts to state-of-the-art
my blog
The Jupyter Notebooks behind my OReilly report, "A Whirlwind Tour of Python"
Support site for Markdown Editor Typora
N-D labeled arrays and datasets in Python
Fetch Data from Yahoo Finance
Zivot-Andrews structiral-break unit-root test
Zipline, a Pythonic Algorithmic Trading Library