Pinned Loading
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enso-visualization
enso-visualization PublicAn interactive visualization pairing 75 years of El Niño and La Niña events with river discharge in the western US, 1951 to 2026.
Jupyter Notebook
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ou-statarb
ou-statarb PublicA pairs-trading research algorithm that treats the spread between two cointegrated stocks as a mean-reverting spring (the Ornstein-Uhlenbeck process), with a Kalman-filtered hedge ratio.
Python
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reservoir-lorenz-regime-transitions
reservoir-lorenz-regime-transitions PublicCan an echo state network rebuild the Lorenz bifurcation diagram at chaos parameters it never saw in training? This is the code and running log for that experiment.
Python
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