Skip to content
View ngalstyan's full-sized avatar

Block or report ngalstyan

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
ngalstyan/README.md

Narek Galstyan

Mathematics & Economics - Finance and Market Studies @ NYU Abu Dhabi · Fall 2026 → NYU Courant & Stern

Quantitative finance, stochastic modeling, and statistical inference — building at the intersection of math and markets.

Current focus

Mathematical finance (martingales, risk-neutral pricing, Black–Scholes), stochastic calculus, and volatility modeling.

Selected projects

  • Bayesian PGA Tour Matchup Prediction System — Hierarchical Bayesian strokes-gained model with Monte Carlo tournament simulation, de-vigging, and fractional-Kelly sizing. Validated on a 2023–2024 holdout (56.6% win rate, +6.0% ROI, Sharpe 1.48).
  • More coming as I migrate older work — GARCH/DCC volatility modeling, Benford's Law analysis on banking statements.

Reach me

LinkedIn Email

Popular repositories Loading

  1. Bayesian-PGA-Tour-matchup-prediction-system Bayesian-PGA-Tour-matchup-prediction-system Public

    Hierarchical Bayesian strokes-gained model for PGA Tour H2H matchup betting, validated on 2023–2024 holdout data

    Python

  2. ngalstyan ngalstyan Public

  3. benford-armenian-banks benford-armenian-banks Public

    Benford's Law (first-digit) analysis applied to IFRS annual and quarterly reports of Armenian banks.

    Python