KonstantinQuant
M.A. in Mathematics of Finance Columbia University - B.Sc. Computer Science Technical University Munich
Columbia UniversityNew York City, New York
Pinned Repositories
AsyncAPI
A simple APIService for JSON fetching, made with async/await from Swift 5.5. Includes an example.
Columbia-MATHGR5430
Tutorial for the graduate course "Machine Learning for Finance" at Columbia University in the Spring of 2022
convex-optimization
Solutions to various convex optimization problems. (Primarily from the finance and portfolio optimization domain by Prof. S. Boyd)
esl-solutions
Solutions to the Book of The Elements of Statistical Learning
exact-pricing-cpp
Black-Scholes-Merton Option Pricing application with Greeks written in C++
financialcpp
Random c++ code dump for financial engineering and numerical methods
forecasting-closing-lstm
Forecasting closing prices with long short-term memory networks
operations-research
Teaching repository for the undergraduate course in Operations Research at Technical University Munich.
simulation-based-pricing
Monte Carlo Simulation Option Pricing application in various programming languages and Excel
trading_bot
Reinforcement learning trading bot that can buy, sell and hold stocks using deep Q-Learning
KonstantinQuant's Repositories
KonstantinQuant/operations-research
Teaching repository for the undergraduate course in Operations Research at Technical University Munich.
KonstantinQuant/AsyncAPI
A simple APIService for JSON fetching, made with async/await from Swift 5.5. Includes an example.
KonstantinQuant/Columbia-MATHGR5430
Tutorial for the graduate course "Machine Learning for Finance" at Columbia University in the Spring of 2022
KonstantinQuant/convex-optimization
Solutions to various convex optimization problems. (Primarily from the finance and portfolio optimization domain by Prof. S. Boyd)
KonstantinQuant/esl-solutions
Solutions to the Book of The Elements of Statistical Learning
KonstantinQuant/exact-pricing-cpp
Black-Scholes-Merton Option Pricing application with Greeks written in C++
KonstantinQuant/financialcpp
Random c++ code dump for financial engineering and numerical methods
KonstantinQuant/forecasting-closing-lstm
Forecasting closing prices with long short-term memory networks
KonstantinQuant/simulation-based-pricing
Monte Carlo Simulation Option Pricing application in various programming languages and Excel
KonstantinQuant/trading_bot
Reinforcement learning trading bot that can buy, sell and hold stocks using deep Q-Learning
KonstantinQuant/hackerrank
My solutions for the HackerRank Data Structures exercises in Python 3
KonstantinQuant/helpers
Helpful code written by me, that I will reuse in the future.
KonstantinQuant/kaggle-comps
Simple solutions of Kaggle competitions and analysis of datasets
KonstantinQuant/KonstantinQuant
Config files for my GitHub profile.
KonstantinQuant/STATGR5263
R code for statistical time series analysis for the class STATGR5263 at Columbia University in Fall 21. Will reuse in future.