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  1. DeepVol DeepVol Public

    Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.

    Python 12 3

  2. DeepPortfolio DeepPortfolio Public

    Simulation of Deep Portfolio Strategy (from Deep BSDE solver) against Merton Strategy under multiscale volatility.

    HTML 2

  3. ORF467FinalProject ORF467FinalProject Public

    Final Project of ORF467 Fall'18: Analyzing the ride-sharing potential and empty re-positioning requirements of a Nationwide aTaxi System

    MATLAB 1

  4. PrincetoNN PrincetoNN Public

    Alexa Voice Assistant for answering questions about Princeton classes, dining, etc.

    JavaScript 1

  5. aTaxiORF467 aTaxiORF467 Public

    MATLAB code for analyzing the potential of a ride-sharing, aTaxi service in the United States as part of ORF 467, Fall 2018

    MATLAB 1