Machine learning for financial risk management

A research-grade tool that analyzes Solidity smart contracts for economic vulnerabilities such as unbounded minting, toxic fee mechanisms, liquidity traps, oracle manipulation, centralized control, and broken financial invariants. Focused on economic correctness, incentive risks, and DeFi system stability.

Testing Code abount quantitative finance algorithms

Stress Testing Financial Portfolios using S&P 500 Stock Data from Kaggle.

Economic applications of the SymC framework. Applies χ ≈ 1 stability principles to market microstructure, distinguishing governed systems (HFT-stabilized) from ungoverned systems (selection-driven). Demonstrates framework universality in human adaptive systems.Retry

Treasury decision deck for FX exposure, liquidity monitoring, and scenario-aware finance workflows.

public-data macro-financial stress test for JPMorgan Chase, integrating credit risk, regulatory capital, liquidity analysis, DFAST-style scenarios and reproducibility documentation.

Mobile-first MRI-based market regime interpretation engine with risk-adjusted confidence modeling.

A modular Python engine for banking book ALM, integrating IRRBB, liquidity risk (LCR/NSFR), stress testing, and treasury management actions.

Python fund risk analytics for AIFM / ManCo workflows, covering leverage, VaR, stress testing, derivatives and liquidity methodology.

Interest rate sensitivity and liquidity stress test model built in Excel to analyze the impact of parallel rate shocks on net interest income and cash position. The model applies scenario analysis with clearly defined assumptions to provide a transparent framework for understanding interest rate and liquidity risk exposure.

End-to-end Python implementation of Dickerson, Mueller & Robotti (JFE 2023). Implements Dick-Nielsen TRACE cleaning, KRS misspecification-robust two-pass CSR, BKRS jackknife bias-corrected Sharpe ratios, and Fama-MacBeth regressions to rigorously identify priced risk factors in U.S. corporate bonds. Prevents false discoveries.

Temporal liquidity risk simulation demonstrating threshold failure under synchronised demand

Life-cycle portfolio choice with liquidity risk, labor-income risk, and consumption adjustment frictions. Inspired by Adams (2026).

Python + Plotly Dash analytics dashboard for trading floor liquidity, funding, and collateral monitoring. 5,500+ synthetic positions. Docker-ready.

Serverless AWS liquidity risk monitoring system - calculates Basel III LCR and alerts on regulatory breaches

Offline ETF liquidity illusion and redemption-stress diagnostics

Liquidity Management Tools calibration workflow.

A quantitative risk‑modelling toolkit for Lombard lending, providing volatility models, liquidity and concentration adjustments, stress utilities, and a unified haircut/LTV evaluation pipeline.

LiquidityVaR