David Cicoria

icon indicating a website link https://www.linkedin.com/in/david-cicoria-phd-a2619045/

icon location Hong Kong icon location Hi, I am David from France and Italy, living in Hong Kong and passionate about machine learning and quantitative analysis; PhD in Applied Maths.

Results 4 repositories owned by David Cicoria

Enhanced-Event-Driven-Backtester

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In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data h...

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Multi-species-mass-transport-library-for-OpenFOAM-2.3.X

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An open-source library for the computational modeling of mass-transport phenomena for OpenFOAM-2.3.X

verified publisher icon DavidCico

Development-of-Navier-Stokes-code-by-projection-method

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This repository contains a Fortran implementation of a 2D flow using the projection method, with Finite Volume Method (FVM) approach. The code solves Navier Stokes equations in a 2D lid driven cavity,...

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Factor-risk-model-with-principal-component-analysis

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This repository shows the application of PCA technique for risk factor modelling of financial securities.

verified publisher icon DavidCico