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1. Quantum-ML Quantum-ML Public

   This repository contains a single self-contained notebook, that trains four neural-quantum-state (NQS) architectures by variational Monte Carlo + stochastic reconfiguration on the 1D spin-half XXZ …

   Jupyter Notebook

2. Quantum-ECC Quantum-ECC Public

   Portable Stim-to-hardware QEC pipeline for IQM Emerald: calibration-aware zero-SWAP placement, gate- and pulse-level execution, and a decoder suite from MWPM to a maximum-likelihood ceiling and a l…

   Python

3. merton merton Public

   A production-grade Python package for the Merton structural credit-risk model and its industry-standard descendants (KMV, Black-Cox, Geske, Longstaff-Schwartz, CreditGrades, Leland-Toft, jump-diffu…

   Python 1

4. QuantumFolio QuantumFolio Public

   QuantumFolio lets anyone build an optimised investment portfolio using a quantum algorithm — no finance background, no physics degree required. Pick your stocks, set how much risk you're comfortabl…

   TypeScript

5. CDS-Pricing-for-FX-Contract CDS-Pricing-for-FX-Contract Public

   A Python script that calculates the Black-Scholes price for European call options. Supports multiple time values and notional amounts. Results are exported to a formatted Excel file

   Python

6. Delta-Vega-Portfolio-Hedging Delta-Vega-Portfolio-Hedging Public

   Hedgesimple runs option hedging simulations comparing delta-only vs delta–vega strategies across multiple tickers, expiries, rebalancing cadences, and transaction-cost assumptions. It consumes pre-…

   Python