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mswarnendu/README.md

Hi, I'm Swarnendu πŸ‘‹

I'm a student exploring quantitative research, mathematical modeling, computational methods, and machine learning. I enjoy building projects that combine mathematics, finance, and software engineering.

Interests

  • Quantitative finance
  • Mathematical modeling
  • Machine learning
  • Stochastic processes
  • Numerical methods
  • Computational mathematics

Research & Projects

πŸ“Š Quantitative Research

  • Oil Feature Importance Research

    • Investigating machine learning-based feature importance methods for analyzing factors influencing oil price movements through data-driven modeling.

πŸ“ˆ Quantitative Finance

  • Black-Scholes Model

    • Implemented the Black-Scholes option pricing model to explore derivatives pricing, volatility, and mathematical finance concepts.

πŸ”’ Computational Mathematics

  • Ramanujan-Sato Series

    • Developed a C++ implementation of the Ramanujan-Sato infinite series for high-precision Ο€ computation, exploring convergence and numerical methods.

Technologies

  • Python
  • C++
  • Tensorflow
  • NumPy
  • Pandas
  • Scikit-learn
  • Git

Featured Projects

  • Oil Feature Importance Research
  • Ramanujan-Sato Series
  • Black-Scholes Model

Pinned Loading

  1. oil-feature-importance oil-feature-importance Public

    A feature importance study of oil price prediction models using equity and volatility indicators.

    Python

  2. black-scholes-model black-scholes-model Public

    A Python program meant to emulate the Black Scholes model for an inputted stock ticker.

    Python

  3. ramanujan-sato-series ramanujan-sato-series Public

    A simulation of Ramanujan's series for Ο€

    C++