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  1. Crypto-Analysis Crypto-Analysis Public

    Application of data science methods to a cryptocurrencies dataset.

    Jupyter Notebook

  2. Machine-Learning-Loan-Default Machine-Learning-Loan-Default Public

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

    Jupyter Notebook 2 1

  3. Option-Pricing Option-Pricing Public

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

    Jupyter Notebook 73 17

  4. Puzzles Puzzles Public

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

    Jupyter Notebook 1

  5. SVM-Optimization SVM-Optimization Public

    Support Vector Classifier optimization using SMO and PEGASOS.

    Jupyter Notebook 1

  6. Unconstrained-Optimization Unconstrained-Optimization Public

    Unconstrained optimization methods.

    Jupyter Notebook 2