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Rutgers | IIT Bombay
- Newark, New Jersey
- https://orcid.org/0000-0003-4034-488X
- @reachToaayush
Highlights
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PortfolioOptimizationToolBox
PortfolioOptimizationToolBox PublicToolbox for simulating portfolio strategies based on convex optimization via minimizing Coherent Measures of Risk
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InterestRateModelling
InterestRateModelling PublicMethods to compute interest models
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StochasticDominancePortfolioOptimization
StochasticDominancePortfolioOptimization PublicNumerical Optimization Solver for Portfolio Optimization using second order dominance constraints
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BlackSholesPINN
BlackSholesPINN PublicA code for solving blacksholes equation using Physics Informed Neural Networks
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AlgorithmicPairsTrading
AlgorithmicPairsTrading PublicRisk Optimized Pairs Trading Strategy using Bayesian Optimization
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CreditCardFraudDetection
CreditCardFraudDetection PublicThis project focuses on the detection of fraudulent transactions using a credit card transactions dataset. The goal is to build and evaluate machine learning models and hyper parameter tuning using…
Jupyter Notebook
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