The QuantLib C++ library

📦 Python library for Stochastic Processes Simulation and Visualisation

Financial Analytics on GPU

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Developed a C++ Program for accurate European Option pricing using the exact method, encompassing features for pricing, Put-Call Parity validation, and calculation of delta and gamma.

My solutions to CodeForces problem-sets and contests

My fractal explorations

Material for The Mathematical Engineering of Deep Learning. See https://deeplearningmath.org

Collection of useful data science topics along with articles, videos, and code

Materials for Probability Theory and Modelling

Topics in Probability Theory and Stochastic Processes

A course in numerical methods with Python for engineers and scientists: currently 5 learning modules, with student assignments.

Physics-Informed Neural Networks (PINN) Solvers of (Partial) Differential Equations for Scientific Machine Learning (SciML) accelerated simulation

Highly cited and useful papers related to machine learning, deep learning, AI, game theory, reinforcement learning

Parallel Computing and Scientific Machine Learning (SciML): Methods and Applications (MIT 18.337J/6.338J)

Algorithms And DataSturctures

Algorithms And DataStructures II

Solve the travelling salesman problem using a mixed integer optimization algorithm with JuMP

Important concepts in numerical linear algebra and related areas

Repository of Machine learning Algorithms Implemented from scratch

Resource base for all my Algorithmic Ventures

A Collection of Custom Utility Header Files written in C++

Resources for Math IITKGP

180+ Algorithm & Data Structure Problems using C++