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The TreeRank project is a R package implementing a Machine Learning algorithm to build tree-based ranking rules from data with binary labels, based on ROC optimization.
Math-fi library written in C++ and boost library. This contains a C++ library with severals financial models (Monte carlo, BinaryTree, Black and Schools formulas) and a managed C++ wrapper that allows end user to use library within Excel.
Numerically estimate an efficiency of code construction algorithms. Randomly generate n binary words of length m with minimum Hamming distance d and create a prefix code (= retrieval tree) from them. Based on PhD work.