🔬 Interests: Computational Mathematics | Quantitative Finance | Machine Learning
💻 Languages & Tools: Python, C++, MATLAB, VS Code, GIT, MS Office
📍 Location: Gurugram, India
📌 Artificial Neural Networks from Scratch (Repo)
🔹 Implemented deep learning models without relying on existing frameworks.
🔹 Used NumPy for forward/backpropagation and various optimization techniques.
📌 Quantitative Finance Portfolio (Repo)
🔹 Implemented Markowitz Portfolio Theory, Monte Carlo simulations, and risk analysis.
🔹 Built an implied volatility surface using real-world options data.
📌 Heston Stochastic Volatility Model Calibration (Repo)
🔹 Calibrated the Heston Model using Apple Inc. (AAPL) options data.
🔹 Utilized both SciPy's optimizer and QuantLib for parameter estimation.
💡 Areas of Focus
- Quantitative Finance
- Stochastic Calculus & Derivatives Pricing
- Machine Learning in Finance
- Computational Mathematics/ Finance
- Deep Learning