Yasser Naji
Yasser Naji
## *This branch is still a work in progress* This PR is for addressing the issues raised by @avhz in [this comment](https://github.com/avhz/RustQuant/issues/98#issuecomment-2078053371) - the code in question was initially merged...
## Background There are two traits in the Stochastics module, `StochasticProcess` and `StochasticVolatilityProcess`. The two traits utilise the Euler-Maruyama scheme through methods `euler_maruyama()` and `seedable_euler_maruyama()` to approximate solutions to stochastic...
This Pull Request was created to address [issue 244](https://github.com/avhz/RustQuant/issues/244). ## Centralize Monte-Carlo functionality Previously, the monte-carlo method needed to be implemented for each numerical method individually. Now there exists a...
This PR implements the Ridge regression model as part of the `RustQuant_ml` crate. Ridge regression extends linear regression by adding an L2 regularisation term to the loss function, penalising large...
# Implementation of Lasso Regression This pull request introduces an implementation of the Lasso regression model as part of the `RustQuant_ml` crate. Lasso regression extends linear regression by adding an...
# Natural Cubic Spline Interpolation This Pull Request implements the cubic spline interpolation as one of the polynomial interpolators mentioned in issue https://github.com/avhz/RustQuant/issues/5. The implementation was benchmarked against SciPy’s `CubicSpline`....
# Lagrange Polynomial Interpolation This pull request implements the Lagrange interpolator as one of the polynomial interpolators in issue https://github.com/avhz/RustQuant/issues/5. The results have been benchmarked against SciPy's `lagrange` function. ##...
I was looking into the `linfa-ensemble` crate and noticed that it currently does not include a boosting mechanism. The current ensemble implementation appears to be quite generalised, so we could...