Language Breakdown
Lines of code distribution across 45 owned repositories
I-Shaped Developer
I-shapedSpecialist — deep expertise in Jupyter Notebook
Collaboration Network
Global Impact visualization
Repos
58
PRs
0
Growth
+18%
Top Collaborators
No collaborator data yet.
Coding Streak
Contribution activity over the past year
leszek
@LechGrzelak
Miles Lubin
@mlubin
Matthias Walter
@discopt
Vibert Thio
@vibertthio
Christian J. Steinmetz
@csteinmetz1
Top Repositories
A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
PyTorch implementation of the Graph Attention Networks (GAT) based on the paper "Graph Attention Network" by Velickovic et al - https://arxiv.org/abs/1710.10903v3
A community-curated vault of openly available resources that replicates the rigorous syllabus of top MFE / Quant Finance programs
Algorithmic Trading Using Deep Reinforcement Learning algorithms (PPO and DQN)
Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.
A PyTorch implementation of the attention-based Policy Gradient RL for learning to solve Travelling Salesperson Problem based on the paper https://doi.org/10.1007/978-3-319-93031-2_12
Implementation of modern portfolio optimization (mean-variance portfolio optimization) using Monte Carlo simulation and sequential least squares programming (scipy package) in Python
Unofficial implemnetation of "Solving Quadratic Assignemt Problem using Deep Reinforcement Learning" (https://arxiv.org/abs/2310.01604)
Categorizing products of an online retailer based on products’ titles using word2vec word-embedding and DBSCAN (density-based spatial clustering of applications with noise) clustering.
C++ library for pricing options using various numerical methods, designed for quantitative finance applications
Open Source Impact
Contributions to external projects
No external contributions found.