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augur-core

Augur back-end (Ethereum contracts)

bulk_mapper

Altdg bulk mapping tool for the merchant and domain mapper API https://developer.altdg.com/

gzspread

R code to assess predictive power of bond credit spreads on real GDP for one of my term papers at Princeton.

imagesequencerecognitionsvhn

implied-vol

levyjump

C++ code to price an option that has levy jump dynamics, using three methods: Fourier transform, Monte Carlo, and Finite Differences.

py-gsvhn-digitstruct-reader

Python library to read the Google Street View House Number data (digitStruct.mat)

pyql

Cython QuantLib wrappers

stochasticcalculus

R code implementing various option pricing techniques including the Euler scheme, implied volatility, finite differences, the Vasicek and CIR models, and the Black Scholes model

street_view_house_numbers

Explored CNNs with TensorFlow to create models for cropped single-digit and original multi-digit images from SVHN dataset.

torch7