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  1. PuzzlesPuzzlesPublic

    Collection of problems and solutions (from Jane Street Puzzles, IBM Ponder This, Project Euler, etc)

    Jupyter Notebook 2

  2. Option-PricingOption-PricingPublic

    Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

    Jupyter Notebook 96 21

  3. Crypto-AnalysisCrypto-AnalysisPublic

    Application of data science methods to a cryptocurrencies dataset.

    Jupyter Notebook 2

  4. Machine-Learning-Loan-DefaultMachine-Learning-Loan-DefaultPublic

    Loan default prediction using machine learning models (logistic regression, random forest, gradient boosting, neural network, stacked classifier).

    Jupyter Notebook 1 1

  5. SVM-OptimizationSVM-OptimizationPublic

    Support Vector Classifier optimization using SMO and PEGASOS.

    Jupyter Notebook 1

  6. Unconstrained-OptimizationUnconstrained-OptimizationPublic

    Unconstrained optimization methods.

    Jupyter Notebook 2