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yanndivet/README.md

As a competitive swimmer (National medallist, Olympic Trial qualifier), I always looked for ways to improve. I started digging into data to better understand the sport (e.g. how top olympians progress from a young age, what splits you need to hit certain times, etc). Eager to develop these skills further, I studied Information and Computer Engineering at Cambridge, where my masters thesis was on extracting information from noisy observations of physical systems.

Through various internships and trading challenges, I got drawn into finance, where the same idea applies: using data and my quantitative skills to understand how markets really work. I then consolidated my mathematical and financial skills at the El Karoui Master (Probability & Finance @ École Polytechnique & Sorbonne University).

This GitHub covers projects ranging from physics-informed machine learning to algorithmic trading. If you want to talk more about those topics, feel free to reach out at yad22@cantab.ac.uk.

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  1. masters-piml-projectmasters-piml-projectPublic

    Physics-Informed ML for population-level inverse problems | Cambridge MEng Thesis (First Class)

    Python

  2. gaussian-processesgaussian-processesPublic

    Gaussian Process regression | Cambridge MEng 4F13 CW1/3 (First Class)

    MATLAB

  3. probabilistic-rankingprobabilistic-rankingPublic

    Probabilistic Player Ranking | Cambridge MEng 4F13 CW2/3 (First Class)

    Jupyter Notebook

  4. latent-dirichlet-allocationlatent-dirichlet-allocationPublic

    Latent Dirichlet Allocation | Cambridge MEng 4F13 CW3/3 (First Class)

    Jupyter Notebook