Skip to content

AnshDani2004/AnshDani2004

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

8 Commits
 
 

Repository files navigation

Ansh Hemang Dani

Quantitative Research · Stochastic Modeling · Statistical Inference

Portfolio LinkedIn

About

CS + Mathematics at Barrett, The Honors College, ASU.

Currently writing an honors thesis on Kelly criterion impossibility under infinite variance.

Building tools at the intersection of probability theory, machine learning, and finance.

Research

🔬 Rough Volatility Neural SDEs Neural SDE framework · deep hedging · fBM simulation

📊 Bayesian Portfolio Optimization HMC/NUTS · LKJ priors · tail-risk capture

Python · C++ · PyTorch · NumPy · SciPy · SQL · R · TypeScript · Docker

About

No description, website, or topics provided.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors