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fagan2888's Projects

black-scholes-pde icon black-scholes-pde

MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. These modifications allow for the consideration of dividends and American-style options.

black_litterman icon black_litterman

Outputs an excel spreadsheet that recommends an optimized portfolio from the market weights and managerial views using the Black-Litterman model.

blackbird icon blackbird

Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy

blackboard_scraper icon blackboard_scraper

Tool (with GUI) for easy downloading of lecture slides and other material from blackboard at Curtin

blackboxauditing icon blackboxauditing

Research code for auditing and exploring black box machine-learning models.

blackrock-algothon-2019 icon blackrock-algothon-2019

Trading strategy ideas using Graph Theory, Tensors and Supervised Learning techniques, developed during the Blackrock Algothon 2019

blacksite icon blacksite

Blacksite: Distributed Deep Neural Network Artificial Immune System

bladder-cancer-detection icon bladder-cancer-detection

Cohort 14 Capstone Project for the Certificate of Data Science at Georgetown University School of Continuing Studies.

blanketdb icon blanketdb

A simple HTTP accessible database for IoT projects

blankningsregistret icon blankningsregistret

Java library for extracting data from the Financial Supervisory Authority (Finansinspektionen) short selling registry.

blaze icon blaze

NumPy and Pandas interface to Big Data

blazingsql icon blazingsql

BlazingSQL is a lightweight, GPU accelerated, SQL engine for Python. Built on RAPIDS cuDF.

blimpy icon blimpy

A basic implementation of a linked list data structure that is a drop-in replacement for the Python list.

block icon block

An intelligent block matrix library for numpy, PyTorch, and beyond.

blockchainjs icon blockchainjs

⛓️ A simple Blockchain elegantly written in Javascript. It is a real time blockchain network where multiple nodes participate and mine and a single valid copy of the ledger is synchronized throughout the network.

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