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1. Market-Making Market-Making Public

   Finite Difference Method for Solving Stochastic Control Problems in High-Frequency Market Making

   Jupyter Notebook 1

2. Physics-Informed-Neural-Network-for-Option-Pricing Physics-Informed-Neural-Network-for-Option-Pricing Public

   In this project I develop a Physics informed Neural Network for pricing options by finding an approximate solution of Black-Scholes Partial Differential Equations.

   Jupyter Notebook 4

3. The-Effects-Of-Tariff-Risk-On-Financial-Markets The-Effects-Of-Tariff-Risk-On-Financial-Markets Public

   This work uses a heteroskedasticity based estimation approach to identify the effects of tariff risk on U.S. Financial markets and the Forex Market.

   Jupyter Notebook

4. LOB-Trend-Prediction LOB-Trend-Prediction Public

   This work leverages the computational efficiency of the GRU model to predict short term trends in the high frequency LOB Data.

   Python

5. LDPC-Decoder LDPC-Decoder Public

   This is an implementation of LDPC decoder, which uses Hard and Soft Decision decoding to recover noisy message received from the transmission channel.

   C++