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  • Hi, Iā€™m @shill1729
  • Iā€™m interested in theory and applications of probability, stochastic processes, and numerical methods. I also like to try to do basic game developement for a hobby.
  • Iā€™m currently earning a masters in data science at UAlbany.
  • Iā€™m looking to collaborate on anything involving my interests, if I can help.

Sean's Projects

domaincoloring icon domaincoloring

Generate 2 dimensional domain colorings of functions of a single complex variable

logutility icon logutility

Explicit and implicit-explicit schemes for numerical solutions of HJB PDE for maximizing log utility

manifoldbm icon manifoldbm

python functions for symbolic manipulation of BMs on manifolds, their simulation and estimations

markovchains icon markovchains

R package for simulating, estimating, and modeling with Markov chains

nyccars icon nyccars

Scraper and formatter for NYC trip records

odeapp icon odeapp

Linear stability analysis of dynamical systems modeled by ODEs

odes icon odes

rk4 solver for ODEs in python

odesolver icon odesolver

numerical solver for first order ODE systems via Euler and RK4 schemes

optionpricing icon optionpricing

European and American option pricing under a variety of models for price dynamics

optport icon optport

Portfolio optimization and backtesting in R

pdes icon pdes

solvers for parabolic PDEs

poissonfits icon poissonfits

Convenient functions for fitting Poisson distributions, regressions and processes to data-sets

pricing icon pricing

Option pricing for American and European options

ravapi icon ravapi

R interface to the Alpha Vantage API

sdepy icon sdepy

Numerical and symbolic SDE solvers

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