Monte Carlo Simulation
Monte Carlo Simulation

Conducting monte carlo simulation of a portfolio of stocks for the next 100 days.

Monte CarloCholesky
JavaScript Art
JavaScript Art

Some artworks with JavaScript and creative coding.

JavaScriptWebGL
ARVO: Atlas of Reproducible Vulnerabilities for Open Source Software
ARVO: Atlas of Reproducible Vulnerabilities for Open Source Software

In this paper, we introduce ARVO: an Atlas of Reproducible Vulnerabilities in Open-source software. By sourcing vulnerabilities from C/C++ projects that Google’s OSS-Fuzz discovered and implementing a reliable re-compilation system, we successfully reproduce more than 5,000 memory vulnerabilities across over 250 projects, each with a triggering input, the canonical developerwritten patch for fixing the vulnerability, and the ability to automatically rebuild the project from source and run it at its vulnerable and patched revisions.

ResearchLLMSecurity
Punishing Infants
Punishing Infants

Meritorious Award at SIMIODE Challenge Using Differential Equations Modeling Competition

Math ModelingMarkov ChainMatplotlib
Deep Learning S&P 500
Deep Learning S&P 500

A deep learning classification model that predicts daily direction of the S&P 500 index

Long Short-Term MemoryRecurrent Neural NetworkFeature Engineering
Spread Trading Nasdaq and S&P 500 when JPOW Increases Interest Rates
Spread Trading Nasdaq and S&P 500 when JPOW Increases Interest Rates

We explore how we can take a short position in the spread options on the e-mini Nasdaq-100 and the e-mini S&P 500 index futures. Then, we price a spread option using multiple stochastic factors, using monte carlo simulations.

Trading Strategy
Constructing Social Network using Foundational Language Models
Constructing Social Network using Foundational Language Models

Sneak peek what I learned back at JPMorgan about leveraging Name and Entity Recognition (NER) models to construct a social network graph based on "bond strengths." We use cosine similarities to calculate bond strengths between embedded entities including companies and individuals like Elon Musk, Apple, First Republic Bank, etc.

LLMPython