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  1. pdhg-gpu-lp-benchmarks pdhg-gpu-lp-benchmarks Public

    Reproducible GPU/CPU benchmark evidence for Gurobi PDHG, barrier, and dual simplex on structured LP families and public LP relaxations.

    Python

  2. ML-sport-prediction-lab ML-sport-prediction-lab Public

    Leakage-safe EPL probability forecasting with chronological features, Elo ratings, synthetic evidence and reproducible validation.

    Python

  3. heston-volatility-surface-lab heston-volatility-surface-lab Public

    Deterministic Heston/SSVI volatility-surface research with quote validation, calibration, static-arbitrage diagnostics and synthetic evidence.

    Python

  4. sabr-volatility-smile-lab sabr-volatility-smile-lab Public

    Reproducible SABR volatility-smile calibration with synthetic validation and aggregate SPX/SPXW diagnostics.

    Python

  5. harp-realized-volatility-forecasting harp-realized-volatility-forecasting Public

    Leakage-safe HAR/HARP realized-volatility forecasting with causal intraday-periodicity filtering and paired synthetic Monte Carlo evidence.

    Python

  6. adam-os adam-os Public

    Local-first Windows envelope budgeting, reviewed bank imports, and optional portfolio tracking.

    Python