I am a quantitative researcher at Capital Fund Management in Paris.
I love writing software and providing open source implementations of research papers. My contributions rank from fully fledged libraries to one-off implementations. I am the creator and main developer of the following packages:
- ReservoirComputing.jl
- torchrecurrent
- RecurrentLayers.jl
- LuxRecurrentLayers.jl
- SpectralIndices.jl
- CellularAutomata.jl
- FluctuationAnalysis.jl
Additional non registered implementations include deep learning (Flux.jl) models like NBeats.





