Projects
Development of a new Python library for interpretable machine learning (work in progress)
Long-time participant in a daily financial machine learning competition (work in progress)
Regression analysis in R
Data mining and visualisation with tidyverse and data.table in R
Prediction of sales and their uncertainty distributions in R on Kaggle
R Shiny dashboards
Fuzzy matching in R
Excel and VBA tooling for a hedge-fund startup and a large bank
Prediction of basketball bets with caret in R
Simulating equilibria in theoretical models in MatLab
Time series analysis and prediction in R
Derivation, analysis, and visualisation of financial cycles in R
Correcting labour market flows for instantaneous probabilities in Excel and VBA
Simulating strategies in games in R