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1. modified-bayesian-heston-model modified-bayesian-heston-model Public

   A stan implementation of the Heston model, with some adjustments which better reflect real financial assets, such as fat-tailed distributions and seasonality.

   Stan

2. macroeconomic_bvar macroeconomic_bvar Public

   I use stan and modern macroeconomic modelling techniques to create and run a Bayesian Vector Autoregression model of many macroeconomic quantities with Time-varying Parameters. I use the common eco…

   Jupyter Notebook 1

3. simulated-annealer simulated-annealer Public

   A python package created solely to perform simulated annealing on a parameter grid to optimize some objective function. Inspired by the physics process called "annealing".

   Jupyter Notebook

4. Quantum-Exact-Diag-Implicit-Scheme Quantum-Exact-Diag-Implicit-Scheme Public

   Educational. In this short project, we look the time evolution of quantum states, and how they interact with reflections, and quantum-tunneling through classically forbidden potential barriers. The…

   Jupyter Notebook

5. ModernPortfolioTheory ModernPortfolioTheory Public

   A rudimentary implementation of modern portfolio theory, where we choose stock portfolios which lie on the efficient frontier. Heavily inspired by Quantpy.

   Jupyter Notebook 2