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Numba-accelerated Rough Bergomi volatility model for derivatives pricing. Tested on Tesla (TSLA).
Jupyter Notebook 1
A pipeline for stock price prediction with ensemble modelling, backtesting, and an interactive interface. Tested on NVIDIA (NVDA).
Python
Viewing and calculating the correlation between M1 Money supply and other financial instruments
Empirical study of monetary policy effects on equity and bond markets, with scenario forecasting and interactive visualisations.
Jupyter Notebook
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