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1. merton-hjb-solver merton-hjb-solver Public

   Hybrid C++/PyTorch framework for solving Hamilton–Jacobi–Bellman equations via finite-difference methods and physics-informed neural networks(PINN), with analytical validation in stochastic optimal…

   Python

2. AlphaPortfolioRL AlphaPortfolioRL Public

   AlphaPortfolioRL is an institutional-grade deep reinforcement learning framework for dynamic portfolio optimization, combining DDPG, GAN-based market data augmentation, and convex optimization–driv…

   Python

3. Fintrix Fintrix Public

   Quant-driven portfolio optimization framework that combines market-aware synthetic data generation using Diffusion Models (DDPMs) with reinforcement learning via PPO, integrated into a comprehensiv…

   Jupyter Notebook

4. Stock-Sentry Stock-Sentry Public

   Anomaly Detection in Stock Prices using LSTM Autoencoder

   Jupyter Notebook

5. Simulated-Option-Pricer Simulated-Option-Pricer Public

   Monte Carlo-based Option Pricing library in C++ with support for European and Asian options featuring parallelization.

   Makefile