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@AlgoMathITMO

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kirillzx/README.md

kirillzx (Kirill Zakharov)

Collaborate in:

    💹 Financial Mathematics (derivative pricing based on SDE)
    
    👨🏻‍🏫 Applications of Stochastic Calculus, Measure Theory and Operator Theory

    🧑🏻‍💻 Synthetic Data Generation (time series, tabular data, transactions)

    🧠 Neural Networks Architectures

Kirill's GitHub stats

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  1. Generalized-Bates-model-draft Generalized-Bates-model-draft Public

    📚SDE research and modelling in Finance📚

    Jupyter Notebook 7

  2. Accomplishments Accomplishments Public

    🎓My accomplishments: CV, conferences, publications🎓

  3. Machine-Learning Machine-Learning Public

    📉Some projects in ML and DL📈

    Jupyter Notebook 3

  4. TRGAN TRGAN Public

    TRGAN: A Time-Dependent Generative Adversarial Network for Synthetic Transactional Data Generation

    Jupyter Notebook 9 4

  5. Numerical_Analysis Numerical_Analysis Public

    💻Numerical methods of algebra and calculus💻

    Mathematica 2

  6. JDFlow JDFlow Public

    🧑🏻‍💻 Multivariate Time Series Modelling with Neural SDE driven by Jump Diffusion

    Jupyter Notebook 1 2