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pdhg-gpu-lp-benchmarks
pdhg-gpu-lp-benchmarks PublicReproducible GPU/CPU benchmark evidence for Gurobi PDHG, barrier, and dual simplex on structured LP families and public LP relaxations.
Python
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ML-sport-prediction-lab
ML-sport-prediction-lab PublicLeakage-safe EPL probability forecasting with chronological features, Elo ratings, synthetic evidence and reproducible validation.
Python
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heston-volatility-surface-lab
heston-volatility-surface-lab PublicDeterministic Heston/SSVI volatility-surface research with quote validation, calibration, static-arbitrage diagnostics and synthetic evidence.
Python
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sabr-volatility-smile-lab
sabr-volatility-smile-lab PublicReproducible SABR volatility-smile calibration with synthetic validation and aggregate SPX/SPXW diagnostics.
Python
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harp-realized-volatility-forecasting
harp-realized-volatility-forecasting PublicLeakage-safe HAR/HARP realized-volatility forecasting with causal intraday-periodicity filtering and paired synthetic Monte Carlo evidence.
Python
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adam-os
adam-os PublicLocal-first Windows envelope budgeting, reviewed bank imports, and optional portfolio tracking.
Python
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