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Daniel Montagna's Projects

deep-portfolio-optimisation icon deep-portfolio-optimisation

This repo contains work related to a semester project undertaken at ETHZ in the Spring term of 2020 as part of the course Machine Learning in Finance. It considers a Neural Network approach to the portfolio optimisation problem with multiple assets.

gpr-variance-swaps icon gpr-variance-swaps

This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.

magnetometers icon magnetometers

This repository contains an extensive MATLAB implementation of performance prediction model for spacecraft magnetometers based on Monte-Carlo style simulations. The work was part of the bachelor thesis (BSc Physics) at Imperial College London during the 2018-2019 academic term under supervision of Mr. C. Carr.

simulation-grains-epfl icon simulation-grains-epfl

Repository containing the result of my first C++ semester project, part of the Programmation II course in the first year of the Physics BSc at EPFL. The goal was to implement a real-life physics implementation of sand grains in different environments, with a graphical simulation component.

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