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bondyields

This repository contains some Python implemented functionalities to compute the things such as the coupon rate and the yield to maturity. It is an ongoing project.

capm

This repository contains a Python version of the CAPM model and can be used to estimate the return for a given security.

cbondyields

This is a C version of an earlier project.

cdvae

This is the source code for Causal Effect Variational Auto-encoder (CDVAE).

cdvae_source

This repository contains the source code of Causal Discovery Variational Auto-encoder (CDVAE). CDVAE was developed during and for my research MSc. Thesis Project in Artificial Intelligence at the Utrecht University.

conferenceschedule

cpp_celcius_to_fahrenheit

Trial C++ project.

cryptotradingbot

This project is a test project in which I tried to better understand exchange APIs and trading strategies.

economicperformance

This is a project aimed at a comprehensive analysis of KPI of various national economies.

linalgpython

Python code with Linear Algebra operations.

linearalgcomputations

Mini project with code to perform matrix manipulations in C.

matrixoperations

mod2-final-project

ngrams

This is an n-gram trial project.

npv

This is an NPV (net present value) advisor.

optionspricing

This is an options pricing project. Initially, functionalities are added to compute the payoff. Later on more functionalities may be added.

par-apr-2019-prework

portfolioefficientfrontier

For this project, the goal is to determine the efficient frontier for a given portfolio as developed by Markowitz' Modern Portfolio Theory (MPT).

practical_sessions_rl

prodegeq-v1

riskassessment

This is an ongoing project in which I am developing a tool to assess financial risk for a variety of assets.

sentimentanalysisfinancialnews

In this project, I build a tool to analyse the polarity of financial news.

valueatrisk

This programme can be used to compute the VaR for a given portfolio.

workshops

This repository contains a couple of my data science workshop notebooks.