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numerical-stability

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This course is part of the USC Graduate Biostatistics Program and is designed for second-year and beyond students interested in designing and implementing computational inferential tools for research.

  • Updated Apr 14, 2026

A hands‑on, first‑principles guide to fitting logistic regression via the Iteratively Reweighted Least Squares (IRLS) algorithm complete with mathematical derivations, R code from scratch, and a real‑world S&P data case study to bring your statistical modeling skills to the next level.

  • Updated May 16, 2025
  • R

A lightweight C++ tool that prices European call and put options using the Black–Scholes formula, computes all key Greeks (Δ, Γ, Θ, Vega, Rho), and lets you run quick ATM/ITM/OTM scenario checks—all via a simple command‑line interface.

  • Updated Jul 1, 2025
  • C++

StableStockPredictor is a robust deep learning model for predicting S&P 500 stock prices, built with TensorFlow and Keras. It leverages LSTM networks with gradient clipping, robust scaling, and stable feature engineering (e.g., RSI, moving averages, volatility) to ensure reliable performance in volatile markets.

  • Updated Jul 1, 2025
  • Jupyter Notebook
BarmaRidgeBJPS2025

R package and replication code for the article “Numerical stability enhancements in beta autoregressive moving average model estimation” by Cribari-Neto, F., Costa, E., and Fonseca, R. V., published in the Brazilian Journal of Probability and Statistics (2025). DOI: 10.1214/25-BJPS645.

  • Updated Apr 16, 2026
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