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Achievements

Achievement: Pull Sharkx2Achievement: Quickdraw

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  1. heston-sv-engine heston-sv-engine Public

    Heston Stochastic Volatility Model in Scilab -- Monte Carlo with Antithetic Variates, analytical Fourier inversion pricing, and implied volatility surface extraction.

    Scilab

  2. mean-variance-portfolio-optimizer mean-variance-portfolio-optimizer Public

    Implementation of Modern Portfolio Theory (MPT) featuring efficient frontier mapping, Sharpe ratio maximization, and covariance-based risk assessment.

  3. rocm-forge rocm-forge Public

    An autonomous multi-agent AI copilot that instantly translates legacy NVIDIA CUDA code to AMD ROCm natively, reducing migration effort by 65%.

    Python 1

  4. stochastic-storage-var stochastic-storage-var Public

    Probabilistic storage-fleet failure forecasting on real Backblaze telemetry — LSTM+ARIMA ensemble, walk-forward validation, Gamma-Poisson Monte Carlo VaR95/CVaR95, FastAPI dashboard

    Python