Soham-Deshpande
Maths and CompSci student. Current focuses: Computational Finance and Statistical Learning
University of SouthamptonUnited Kingdom
Pinned Repositories
Deep-Stock-Prediction
Exchange
Building an Exchange using modern Orderbook matching algorithms
Exploring-Volatility
Exploring Volatility using trade history
Fourier-Analysis
Exploration of the Fourier Series and Fourier Analysis
Optimal-Hedging
An exploration into hedging techniques to create an optimal strategy
Options-Pricing
An Investigation into quantitative finance and options modelling
Optiver-ReadyTraderGo
My team's solution to the Optiver Ready Trader Go competition
Quantum-Deep-Hedging
MEng Dissertation for University of Southampton: Analysis of the Quantum Advantages for Deep Hedging
Stock-TFT
Stock price prediction using a Temporal Fusion Transformer
T-I-Workshops
Soham-Deshpande's Repositories
Soham-Deshpande/Stock-TFT
Stock price prediction using a Temporal Fusion Transformer
Soham-Deshpande/Fourier-Analysis
Exploration of the Fourier Series and Fourier Analysis
Soham-Deshpande/Options-Pricing
An Investigation into quantitative finance and options modelling
Soham-Deshpande/Deep-Stock-Prediction
Soham-Deshpande/Exchange
Building an Exchange using modern Orderbook matching algorithms
Soham-Deshpande/T-I-Workshops
Soham-Deshpande/Transformer_Timeseries
Pytorch code for Google's Temporal Fusion Transformer
Soham-Deshpande/StockPrediction
Hobby project in NLP-based ML on predicting numerical time series using a self made transformer model (to be done) and toggle it by creating a web application.
Soham-Deshpande/temporal-fusion-transformer
Time Series Forecasting with Temporal Fusion Transformer in Pytorch
Soham-Deshpande/tft-speedup
Speeding up Google's Temporal Fusion Transformer
Soham-Deshpande/abseil-py
Abseil Common Libraries (Python)
Soham-Deshpande/algs4
Algorithms, 4th edition textbook code and libraries
Soham-Deshpande/Exploring-Volatility
Exploring Volatility using trade history
Soham-Deshpande/FFTBadminton
Soham-Deshpande/insolitum
Soham-Deshpande/Nonlinear-Options-Pricing
Soham-Deshpande/Optimal-Hedging
An exploration into hedging techniques to create an optimal strategy
Soham-Deshpande/Options-Pricing-FFT
Options Pricing using a Fast Fourier Transform
Soham-Deshpande/Optiver-ReadyTraderGo
My team's solution to the Optiver Ready Trader Go competition
Soham-Deshpande/QCBM-Options-Pricing
Pricing Options using Synthetic Data generated by Quantum techniques
Soham-Deshpande/Quantum-Deep-Hedging
MEng Dissertation for University of Southampton: Analysis of the Quantum Advantages for Deep Hedging
Soham-Deshpande/Deep-Options-Pricing
An investigation into pricing vanilla European options using machine learning techniques
Soham-Deshpande/machine-learning
Just code related to neural networks and machine learning
Soham-Deshpande/mesh-transformer-jax
Model parallel transformers in JAX and Haiku
Soham-Deshpande/numpy-ml
Machine learning, in numpy
Soham-Deshpande/OrderBook
Soham-Deshpande/PyTorch-VAE
A Collection of Variational Autoencoders (VAE) in PyTorch.
Soham-Deshpande/Quantum-Computing-Books
Quantum Computing Resources
Soham-Deshpande/Soham-Deshpande
Testing
Soham-Deshpande/sohamstar1904.github.io
Build a Jekyll blog in minutes, without touching the command line.