- Math: stats, probability, special functions, simulation (i.e. random gen), Statistical tests, OLS
- Finance: Black-scholes, fixed income/bond, time value of money, swaps, forwards, exotics
- Image: Effects, detection, recognition
- Data: Dataframe, plots
- Simulation: random gen, brownian motion, multi dimensional vector gen
- Machine Learning (ML): OLS, Logisict, ARIMA, Naive Bayes, SVM, DT, RF, XGB, RNN
My immediate pain point is to use simulation (including agent based simulation) for solving certain problems. For this I need:
- random number/path generator
- Graphical visualization
- Agent based modeling framework