Dr Sarat Moka

This package, jointly developed with Hua Yang Hu, provides an implementation of COMBSS (continuous optimisation method toward best subset selection) for linear regression, proposed in the paper Moka et al. (2024).

This repository provides a Python implementation of our method Grid-FW proposed in Moka et al. (2025) for minimum-variance portfolio selection.

This repository provides Python code for estimating the rare events corresponding to the edge count and maximum degree of random geometric graphs on a square window using the following three methods:

• Naive Monte Carlo;
• Conditional Monte Carlo;
• Importance Sampling based Monte Carlo;