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  1. Electricity-Market-Analytics Electricity-Market-Analytics Public

    Interactive analytics dashboard for US wholesale electricity markets (6 grid operators, 2014–present). Live EIA API data, DuckDB, STL decomposition, demand forecasting (SARIMA/XGBoost/TCN), Diebold…

    Python

  2. Regime-switching-trading-system Regime-switching-trading-system Public

    Regime-switching algorithmic trading platform with TDA feature augmentation. Classifies markets into 4 regimes, routes to dedicated TCN/TFT/LSTM/Online models. +138.8% return vs +81.4% B&H, Sharpe …

    Python

  3. SDE-Modeling SDE-Modeling Public

    Benchmarking framework for forecasting stochastic differential equations. 5 SDEs (GBM, CIR, Heston, OU, Double-Well) × 7 models (ARIMA through TCN and Transformer). Full paper with results and deri…

    Python

  4. TDA-basics TDA-basics Public

    Topological Data Analysis applied to 30 years of equity data. Persistence landscape norms show leading volatility signals ~100 days before the Dotcom Bubble, 2008 crisis, and COVID crash.

    Python