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  • ENSAE Paris

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louisgeist/readme.md

I am currently an M2 student in the final year of the engineering cycle at ENSAE Paris and in the Master 2 MVA (Mathématiques, Vision, Apprentissage) at ENS Paris-Saclay.

My LinkedIn profile is available here.

Pinned

  1. JustinRuelland/Garch_Model_Assets JustinRuelland/Garch_Model_Assets Public

    Projet de modélisation des moments de rendements d'actifs à différents horizons par modèle GARCH(1,1). Comparaison des prévisions GARCH sur la volatilité d'actifs financiers avec les prévisions fai…

    R 1 3

  2. Simulation-of-random-variables-and-Monte-Carlo-methods Simulation-of-random-variables-and-Monte-Carlo-methods Public

    First year project at ENSAE Paris. Pseudo-random number generators, simulation of random variables and applications to Monte-Carlo methods.

    Jupyter Notebook 1

  3. Pricer Pricer Public

    2nd year project at ENSAE Paris. (2 contributors : Justin Ruelland & Louis Geist)

    C++ 4 1

  4. UMAP UMAP Public

    Implementation of the article by McInnes et al. (2020)

    Python 1