Homepage of Mario Correddu

Projects (or really any document or file that I think might fit here, mainly math)

• Master thesis: Markov Switching Quantile Regression completed under the supervision of Andrea Agazzi and with the collaboration of Max Lampe
• Bachelor thesis: The random Euclidean minimum spanning tree completed under the supervision of Dario Trevisan
• Slides for the seminar for the Numerical methods for Markov chain course, based on the article A tandem queue with server slow-down and blocking by N. D. van Foreest, J. C. W. van Ommeren, M. R. H. Mandjes and W. R. W. Scheinhard
• Report and Slides for the seminar for the Theory and Methods of Optimisation course, based on the article Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments, by Andreas Fischer, Alain B. Zemkoho & Shenglong Zhou.
• Slides for the seminar for the Quantitative Finance course, based on the article Deep Learning Volatility, A deep neural network perspective on pricing and calibration in (rough) volatility models, by Blanka Horvath, Aitor Muguruza, and Mehdi Tomas
• Slides for the 4th midterm for the Intelligent Systems for Pattern Recognition course, based on the article Maximum Entropy Inverse Reinforcement Learning, by Brian D. Ziebart, Andrew Maas, J.Andrew Bagnell, and Anind K. Dey. (will upload the code for the other midterms too)
• Report and Matlab code for assignment for the Computational Laboratory course.
• Slides, Report and Matlab code for seminar for the Scientific computing course, based on the article Circulant Preconditioned Toeplitz least squares iterations, by Raymond H. Chan, James G. Nagy, and Robert J. Plemmons
• Slides and Ocaml code for seminar for the Programming Laaguages and Laboratory course.
• C++ code for project for the Algorithms and Data Structures course, as described here