Popular repositories Loading

1. High-Dimensional-Portfolio-Optimization-with-Machine-Learning High-Dimensional-Portfolio-Optimization-with-Machine-Learning Public

   MSc dissertation on high-dimensional portfolio allocation using quantile regression and a decision-focused deep learning allocator trained under a Soft-CVaR objective with realistic trading constra…

   Jupyter Notebook 1

2. Massive-Scale-Data-analytics-with-Hadoop Massive-Scale-Data-analytics-with-Hadoop Public

   Hadoop MapReduce implementation for large-scale text and financial data analytics, including distributed grep, statistical analysis, and NASDAQ dataset feature extraction.

   HTML

3. Credit-Risk-Modelling Credit-Risk-Modelling Public

   Machine learning projects in credit risk and financial decision modelling, including credit card approval classification and an end-to-end IFRS 9 Expected Credit Loss (ECL) framework with PD modell…

   Jupyter Notebook

4. Fixed-Income-Modelling-and-Monte-Carlo-Pricing-in-C- Fixed-Income-Modelling-and-Monte-Carlo-Pricing-in-C- Public

   C++17 implementation of swap curve bootstrapping, Vasicek term-structure analytics, and Monte Carlo pricing with validation and parameter sensitivity analysis.

   C++

5. Quant-Finance-Stack Quant-Finance-Stack Public

   End-to-end quantitative finance implementations in C++ and Python: derivatives pricing, Monte Carlo methods, fixed income modelling, portfolio optimisation and credit risk.

   C++