🤖 Chat with your SQL database 📊. Accurate Text-to-SQL Generation via LLMs using RAG 🔄.

SoTA production-ready AI retrieval system. Agentic Retrieval-Augmented Generation (RAG) with a RESTful API.

FULL v0, Cursor, Manus, Same.dev, Lovable, Devin & Replit Agent System Prompts, Tools & AI Models.

Optimising a FOREX trading strategy with nature inspired algorithms

This study proposes a new Forex trading method by combining Genetic Algorithms (GAs) and Directional Change (DC) strategies. The synergy improves trading results through better adaptation to market…

Python 3 source code for the implementation of the directional change analysis of financial time series data

A collection of code and notebooks used for my Medium posts

Time series analysis suite

A high-performance topological machine learning toolbox in Python

Solutions to Matt Scrogg's math puzzles

A solutions manual for Introduction to Set Theory by Hrbacek and Jech

A solutions manual for Topology by James Munkres (2nd Edition)

A Topology Layer for Machine Learning : Persistent Homology + Features for PyTorch

Comparison of Heston’s and Bates’ Models During Oil Crisis

Using Bates and Laguerre polynomials in financial modelling

Calibration of parameters of Heston and Bates models using Markov Chain Monte Carlo (MCMC)

This project explores forward-start option pricing using the Heston and Bates models, analyzing implied volatility dynamics, short-term vs. long-term IV behavior, and the impact of jumps, implement…

Model and testing for financial engineering coursework fitting heston and bates models using python with swarming and BFGS optimization. MC simulation

A collection of GPU-optimized sorting algorithms implemented in CUDA, designed to test and compare the efficiency of various sorting techniques in parallel environments.

A comprehensive collection of solutions and implementations related to advanced option pricing models in quantitative finance, including the Black-Scholes model, Bachelier model, and Asian options.…

In the field of computational finance, options pricing stands as a central interest. With a solid foundation in Python, I explore and implement various options pricing models, including the Black-S…

Quantitative Universal Option Prioritizer

using one-day options with all strike price to calculated VIX value by using "“More than you ever wanted to know about volatility swaps” by Kresimir Demeterfi, Emanuel Derman, Michael Kamal and Jos…

Implementations of Leading Algorithms in Quantitative Finance

OpenChart is a Python library for downloading intraday and EOD (End of Day) historical data from the NSE (National Stock Exchange of India) and NFO (NSE Futures and Options) exchanges

MambaStock: Selective state space model for stock prediction

Incorporating Transformer and LSTM to Kalman Filter with EM algorithm

Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction