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adrenaline

An AI-powered debugger

ai-fundamentals

Code samples for AI fundamentals

backtrader

Python Backtesting library for trading strategies

cnn-lstm-gan-music-generation

cs329s-ml-deployment-tutorial

Code and files to go along with CS329s machine learning model deployment tutorial.

fcc-intro-to-llms

gan

TensorFlow documentation

heston-normal-and-rough

European and Forward-start option pricing and implied volatility in the Heston and rough Heston model

hurst

Hurst exponent evaluation and R/S-analysis in Python

keras-io-sequential

Keras documentation, hosted live at keras.io

math-for-programmers

Source code for the book, Math for Programmers

msc-project

Master's thesis

multifractal-model-of-asset-returns-mmar-for-thesis

I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)

nanogptkarpathy

The simplest, fastest repository for training/finetuning medium-sized GPTs.

nn-stochvol-calibrations

We implement the paper: Deep Learning Volatility

optionpriceasymptotics

Diverse asymptotics for option prices and implied volatilities

phd

my PhD project

predictive-computational-model-pcm

pysabr

SABR model Python implementation

python-for-econometrics-statistics-data-analysis

Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard

rough_bergomi

A Python implementation of the rough Bergomi model.

sabr-implied-volatility

SABR Implied volatility asymptotics

ssvi

Surface SVI parameterisation and corresponding local volatility

statsforfinance

Statistical Methods in Finance

stock-market-crashes

How to detect stock market crashes with topology.

streamlit-example

Example Streamlit app that you can fork to test out share.streamlit.io

tensorflowhurstexponent

Training NN model to recognize the Hurst exponent from fractal Brownian motion.

virtual_assistant

Transcribe speech to text, then receive a virtual assistant response to what you say from openai

volatility-regime-classification

This repo is for my articles published on Medium.com

w1767