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  1. 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 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 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 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 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++