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MegaCookies88/README.md
  • πŸ‘‹ Hi, I’m Mongi!
  • πŸ‘€ I’m a mathematician interested in statistics, quantitative finance, data science and machine learning.
  • πŸ‘¨β€πŸŽ“ I have a BSc in mathematics, an MSc in applied mathematics from EPFL, and an MSc in financial technology from Imperial College.
  • πŸ‘¨β€πŸ’» I am looking for a quantitative research position in London.

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  1. MSc.-Thesis-EVT-SP500 MSc.-Thesis-EVT-SP500 Public

    Master Thesis - Applied Mathematics - EPFL - 2022

    Jupyter Notebook

  2. Data-Challenge-Wildfires Data-Challenge-Wildfires Public

    Wildfires and their extremes: a global challenge

    Jupyter Notebook

  3. DowJones-Forecasting-GoogleTrends DowJones-Forecasting-GoogleTrends Public

    Improving volatility forecasting models using Google Trends.

    Jupyter Notebook

  4. ML-Project-OutlierDetection ML-Project-OutlierDetection Public

    One Class Classification and Outlier Detection ML Project 2020

    Jupyter Notebook

  5. B.S.-Project-RiskAnalysis B.S.-Project-RiskAnalysis Public

    Portfolio optimization, risk analysis and option pricing

    Jupyter Notebook

  6. MegaCookies88 MegaCookies88 Public

    Config files for my GitHub profile.