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- Option-Pricing
Option-Pricing PublicOption pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
- Crypto-Analysis
Crypto-Analysis PublicApplication of data science methods to a cryptocurrencies dataset.
Jupyter Notebook 2
- Machine-Learning-Loan-Default
Machine-Learning-Loan-Default PublicLoan default prediction using machine learning models (logistic regression, random forest, gradient boosting, neural network, stacked classifier).
- SVM-Optimization
SVM-Optimization PublicSupport Vector Classifier optimization using SMO and PEGASOS.
Jupyter Notebook 1
- Unconstrained-Optimization
Unconstrained-Optimization PublicUnconstrained optimization methods.
Jupyter Notebook 2
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