Nicola Cantarutti

Results 2 repositories owned by Nicola Cantarutti

Financial-Models-Numerical-Methods

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Collection of notebooks about quantitative finance, with interactive python code.

Kalman-and-Bayesian-Filters-in-Python

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Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters...