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TO_DO.md

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TO DO

  1. Math: stats, probability, special functions, simulation (i.e. random gen), Statistical tests, OLS
  2. Finance: Black-scholes, fixed income/bond, time value of money, swaps, forwards, exotics
  3. Image: Effects, detection, recognition
  4. Data: Dataframe, plots
  5. Simulation: random gen, brownian motion, multi dimensional vector gen
  6. 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:

  1. random number/path generator
  2. Graphical visualization
  3. Agent based modeling framework