Random and statistical modeling of processes

This project was completed as part of the MAP‑565 “Random and Statistical Modeling of Processes” course at École Polytechnique, taught by Prof. Mathieu Rosenbaum.

The objective of the project was to implement statistical models for various stochastic processes. We modeled temperature variations in Bangladesh using time series, Tesla stock prices with a GARCH model, and COVID‑19 patient arrivals using a Hawkes process.

You can find below the project report (in french).