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1. LGD-predictions LGD-predictions Public

   Santander Research Project. This particular research project explores the potential of using ensembles classifiers such as Gradient Boosting Machines (GBM) to deliver reliable forecast on Loss Give…

   Jupyter Notebook 1 1

2. datascience datascience Public

   The repository stores data-oriented Jupyter Notebooks. The provided examples include well-studied ML models and are used for financial modelling. The presented models include Logistic Regression, K…

   Jupyter Notebook

3. num-opt-solutions num-opt-solutions Public

   This repository stores solutions to Numerical Optimisation problems. Most of the algorithms provided are implementations based on pseudocode provided in Numerical Optimization by Jorge Nocedal, Ste…

   MATLAB 1 1

4. data-warehouse data-warehouse Public

   This toy project is meant to use Python and SQL in building out a data warehouse that will be used for future quantitative research projects.

   Python

5. Algorithms Algorithms Public

   Solved problem from Leetcode. The folder includes Josephus problem, some classic linked list solutions and SQL queries.

   Python

6. cqf_2023 cqf_2023 Public

   Lists quantitative finance models studies during CQF program

   Jupyter Notebook