Anis M. HADDOUCHE
Ph.D. in Applied Mathematics (Statistics)
Anis M. HADDOUCHE
Ph.D. in Applied Mathematics (Statistics)

Software

Ads detection in TV on real time:

With the Python Library OpenCV, I am developing a program that detects the start and end time of a given ad. This project is independent of my academic research (I do it for Fun !). The code is available here

Covariance Matrix estimation:

Some codes for estimators of the covariance matrix for elliptical symmetric distributions are available here.

Portofolio selection with singular covariance matrix:

Here is an application, to portfolio selection, of my last research with Wei Lu.