List of Algorithms

1. Fast Deep Learning Algorithm (in progress)

2. High Frequency Trading (multiple assets) Algorithm (in progress)

3. Change point detection algorithm (published)

4.Clustering Algorithms

Clustering algorithms for mixed data

Clustering algorithms for discrete data (published)

Clustering algorithms for continuous data (published)

5. High Dimensional Optimization Algorithms

High Dimensional Optimization Algorithm with Constraints

High Dimensional Optimization Algorithms without constraints (published)

6. High Dimensional  Variable Selection Algorithm

7. Data Integration Algorithm