jasonbohne123
Applied Math & Stat Ph.D. | Statistical Learning, Optimization, Quantitative Finance
Stony Brook, NY
Pinned Repositories
Adaptive_Signal_Estimation
Public collection of nonparametric and adaptive signal algorithms
ARC_Model
AutoRegressive Conditional Frechet Model with Time-Varying Coefficients
Derivative_Pricing_Methods
Repository for Undergraduate Project: An Analysis of Derivative Pricing Methods
HMM_LOB_Inference
Statistical Inference of Hidden Markov Models on High Frequency Quote Data
Kernel_Learning
Inference in Multiple Kernel Support Vector Machines Applied to High Frequency Quotes
Option_DS
Understanding Option Valuation as a Dynamical System using PySINDy
Option_Pricing_Robinhood
PINNs
Solving ODEs and PDEs via neural networks
Split_Bregman_MPT
Application of the Split Bregman Algorithm to a Markowitz Portfolio Construction with Elastic Net Penalty
jasonbohne123's Repositories
jasonbohne123/Option_DS
Understanding Option Valuation as a Dynamical System using PySINDy
jasonbohne123/Derivative_Pricing_Methods
Repository for Undergraduate Project: An Analysis of Derivative Pricing Methods
jasonbohne123/ARC_Model
AutoRegressive Conditional Frechet Model with Time-Varying Coefficients
jasonbohne123/Split_Bregman_MPT
Application of the Split Bregman Algorithm to a Markowitz Portfolio Construction with Elastic Net Penalty
jasonbohne123/Kernel_Learning
Inference in Multiple Kernel Support Vector Machines Applied to High Frequency Quotes
jasonbohne123/Option_Pricing_Robinhood
jasonbohne123/HMM_LOB_Inference
Statistical Inference of Hidden Markov Models on High Frequency Quote Data
jasonbohne123/PINNs
Solving ODEs and PDEs via neural networks
jasonbohne123/Adaptive_Signal_Estimation
Public collection of nonparametric and adaptive signal algorithms
jasonbohne123/COMAP_2021
Report, Code, and Graphics from the COMAP Mathematical Modeling Challenge 2021
jasonbohne123/elliptical-curves
jasonbohne123/jasonbohne123.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
jasonbohne123/Longstaff_schwartz_method
Repo over an implementation of the Longstaff-Schwartz Method for American Option pricing
jasonbohne123/Optimization
Gradient Descent Methods, Linear Programming Problems and other Common Optimization Methods
jasonbohne123/Personal-Trading-Alg
Algorithmic Trading Engine hosted through QuantConnect