Studied Computational Finance at UCL
Currently working in a timeseries volatility forecasting project for DTCC
Looking for new opportunities in Data Science, Developing or Research in the financial sector
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option_pricing_pybind11
option_pricing_pybind11 PublicCOS Method and Montercarlo simulation implementation for option pricing using pybind11.
Makefile 3
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adaptive-benign-overfitting
adaptive-benign-overfitting PublicQR-based online least squares with random Fourier features, sliding windows, and forgetting, operating in overparameterized regimes and exhibiting adaptive benign overfitting.
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