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1. electricity-demand-forecasting electricity-demand-forecastingPublic

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2. pv-solar-forecasting pv-solar-forecastingPublic

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3. stochastic-simulation-computational-studies stochastic-simulation-computational-studiesPublic

   Six computational studies in stochastic simulation built in R from scratch: SLLN convergence, M/G/1 and M/M/2 discrete-event queues, steady-state batch means and regenerative estimation, conditiona…

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4. quasi-newton-optimization quasi-newton-optimizationPublic

   From-scratch Python implementation of DFP, BFGS, and L-BFGS quasi-Newton optimization algorithms benchmarked across 12 unconstrained nonlinear problems — convex quadratics, Rosenbrock, data-fitting…

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5. garch-evt-copula-var garch-evt-copula-varPublic

   GARCH-EVT-copula portfolio risk model. 4.94% breach rate vs 5% target, zero Basel red zones, out-of-sample

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6. digital-currency-systems-analysis digital-currency-systems-analysisPublic

   Analyzed the cryptographic and mathematical foundations of distributed ledger systems — Merkle trees, proof-of-work consensus, Byzantine fault tolerance, and mining game theory — comparing Bitcoin,…