- R package on Portfolio Risk Analysis: PortRisk
- R code for the Bayesian Inference for Generalized Multivariate Gamma Distribution (2010). Click Here
- R code for the Clustering Mixed Datasets Using Homogeneity Analysis (2018). Click Here
- The Python implementation of
Fast Gaussian Process Regression for Big Data.Click Here
- The Python implementation of Yield Curve Forecasting. Click Here
- The Python implementation of Supervised Learning with Augmented Trees. Click Here