Name: Georgy Urumov
Type: User
Company: https://westminsterresearch.westminster.ac.uk/researcher/v2zyv/mr-georgy-urumov
Bio: Fractals, Fuzzy, Fractal Brownian Motion, Machine Learning Techniques, Artificial Intelligence, Forecasting, Neural Networks, Math, Fractal Math, Fuzzy Fractal
Twitter: georgyurumoff
Georgy Urumov's Projects
An AI-powered debugger
Code samples for AI fundamentals
Python Backtesting library for trading strategies
Code and files to go along with CS329s machine learning model deployment tutorial.
TensorFlow documentation
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
Hurst exponent evaluation and R/S-analysis in Python
Keras documentation, hosted live at keras.io
Source code for the book, Math for Programmers
Master's 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 Benoรฎt Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project โ so sorry if the code sucks! I did what I could :)
The simplest, fastest repository for training/finetuning medium-sized GPTs.
We implement the paper: Deep Learning Volatility
Diverse asymptotics for option prices and implied volatilities
my PhD project
SABR model Python implementation
Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
A Python implementation of the rough Bergomi model.
SABR Implied volatility asymptotics
Surface SVI parameterisation and corresponding local volatility
Statistical Methods in Finance
How to detect stock market crashes with topology.
Example Streamlit app that you can fork to test out share.streamlit.io
Training NN model to recognize the Hurst exponent from fractal Brownian motion.
Transcribe speech to text, then receive a virtual assistant response to what you say from openai
This repo is for my articles published on Medium.com