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Hi, I'm Adrien !

I am interested in quantitative finance and machine learning. Thanks for taking the time to read my profile, and please don't hesitate to reach out if you have any questions or opportunities to collaborate!

Languages :

Python R Swift

ML/DL Frameworks :

PyTorch TensorFlow Pandas Numpy SciPy

Adrien Cortes's Projects

beta-nll icon beta-nll

beta-NLL introduced in our paper "On the Pitfalls of Heteroscedastic Uncertainty Estimation with Probabilistic Neural Networks" ICLR 2022

faig icon faig

Fully Automated IG Trading

heston-vs-wgan-gp icon heston-vs-wgan-gp

The project aims to compare the effectiveness of the Heston model and WGAN-GP in modeling financial time series data.

ios-app icon ios-app

This is the code I wrote to develop an iOS messaging application.

lob-deep-learning icon lob-deep-learning

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

marketdatacollector icon marketdatacollector

"MarketDataCollector" is a GitHub repository that provides users with four different methods for retrieving financial time series data.

mice icon mice

Mutual Information Copula Estimator - research project

pytorch-ts icon pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend

skfolio icon skfolio

Python library for portfolio optimization built on top of scikit-learn

wgan_financial_time-series icon wgan_financial_time-series

Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Analytics team with ING and University Maastricht.

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