Machine learning · Scientific computing
Physics-Informed Neural Networks for Financial PDEs
Inverse-PDE experiments for recovering local-volatility surfaces under controlled noise.
2–3 orderslower surface MSE
3noise levels tested
Python · PyTorch · PINNs · Neural ODEs · Autograd
View project Machine learning · Quantitative research
Portfolio Research Toolkit
Shared data, validation, portfolio, and experiment contracts for comparing model-driven strategies.
4portfolio builders
3chronological split stages
Python · Polars · Parquet · cvxpy · QuantStats · MLflow
View project C++20 · Low-latency systems
C++ Event Processing and Matching Engine
A deterministic event engine for measuring queue design, throughput, and tail latency.
4.2Mmessages per second
<35 μsp99 latency
C++20 · CMake · CTest · SPSC/MPSC queues · Sanitizers
View project C++20 · Query execution
Vectorized Columnar Analytics Engine
A typed columnar engine for scan, filter, projection, and hash aggregation.
39.3×scan p50 speedup
5.24×group-by p50 speedup
C++20 · CMake · CTest · DuckDB · Python benchmarks
View project