Demonstration that modern deep learning models with ReLU-like activation functions produce piecewise linear surfaces. This is an important geometric insights about neural networks.

Differentiable programming for estimating financial derivative greek sensitivities

Functional approach to financial derivatives using composable contract primitives, with QuantLib integration for pricing and Greeks.

Functional programming and category theory in LLM interactions

Chemisty calculation on a quantum computer - finding the groundstate energy for H2 using a VQE variational quantum eigensolver

Quantum computing for banking & finance

A production-ready RAG pipeline combining vector search and knowledge graphs for intelligent, privacy-first document Q&A - all running locally on your machine.

Generating time series data that shows q-variance over all time scales.

Visualizing Canadian national accounts data.

Network filtering methods in finance - PMFG, TMFG

The INET UK housing model translated to python for Canada

Self-Organized Criticality in economics & finance. Python implementations demonstrating how economic and financial systems self-organize toward critical points where small shocks trigger large disr…

COVID and Global Capital Flows - Analyzing how massive COVID-19 monetary stimulus in developed countries affected cross-border capital flow volatility, asset price inflation, and financial stabilit…

A demonstration XVA value adjustment engine based on the QuantLib pricing engine.

Quantum Error Correction Frameworks - exploring the open-source frameworks

What does it mean to be AI literate & how do we learn to better harness the human-machine symbiosis?

Quantum extensions to the game of dominoes

A quantum recommender system - how quantum mechanics mathematics can provide a theoretically interesting alternative to classical collaborative filtering

A Canadian Stock Flow Consistent (SFC) Macroeconomic Model based on the Italy SFC Model by Marco Veronese Passarella.

Pseudo-spectral landscapes and their relevance to understanding Large Language Models (LLMs) through geometric approaches.

A Stock Flow Consistent (SFC) Macroeconomic Model for Canada using the bimets R package.

Quantum Sudoko - exploring quantum variants of the rules or quantum solutions to the standard game

Quantum backgammon

A Geometric Perspective on Quantum Error Correction

An introduction to systemic risk. A guest lecture with code demos.