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  • Microsoft
  • Redmond

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  1. DE4S_Model DE4S_Model Public

    Innovative timeseries forecasting model capable of forecasting time-varying seasonal structures.

    Python 1

  2. HMM_fwd_bkwd HMM_fwd_bkwd Public

    State probabilities, transition probabilities, and estimates of the forward path of a hidden markovian process using forward-backward and viterbi algorithm.

    Python 1 1

  3. NHL_schedule_optimization NHL_schedule_optimization Public

    An LP to optimize the schedule of any NHL schedule. Allows the analyst to optimize the 2019-2020 schedule for any NHL team.

    Python 1

  4. trading_algorithm_sandbox trading_algorithm_sandbox Public

    This code repository is my sandbox for playing around with financial ML and optimization methods. This algorithm is by no means ready for millions from an investor group... *sarcasm*

    Python