Sean's Projects
Python wrapper to Alpha Vantage API
Data sets for HW projects in AMAT593
Generate 2 dimensional domain colorings of functions of a single complex variable
distributions commonly used in finance
Feynman Kac PDE solver
SDE solver in python
Log optimal bets
Streamlit app for Kelly portfolios
Explicit and implicit-explicit schemes for numerical solutions of HJB PDE for maximizing log utility
python functions for symbolic manipulation of BMs on manifolds, their simulation and estimations
Generate Brownian motion on a manifold.
R package for simulating, estimating, and modeling with Markov chains
numerical methods in R and C++
Scraper and formatter for NYC trip records
Linear stability analysis of dynamical systems modeled by ODEs
rk4 solver for ODEs in python
numerical solver for first order ODE systems via Euler and RK4 schemes
European and American option pricing under a variety of models for price dynamics
Portfolio optimization and backtesting in R
solvers for parabolic PDEs
Convenient functions for fitting Poisson distributions, regressions and processes to data-sets
Option pricing for American and European options
R interface to the Alpha Vantage API
Numerical and symbolic SDE solvers
sde solver
Config files for my GitHub profile.
My machine learning python package
Model analysis for moneyline games