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1. Aletheia Aletheia Public

   A Deribit options trading framework that finds mispriced crypto options by comparing market-implied probabilities against historical statistical forecasts. Automatically flags overvalued tail risk …

   Python 1

2. FunctionalSurface FunctionalSurface Public

   Research code for functional GAS and functional GARCH models for volatility surface estimation and forecasting, including scalable estimation methods and empirical applications to high-frequency fi…

   MATLAB 1

3. MultivariateHamrickTaqqu MultivariateHamrickTaqqu Public

   Research code for nonparametric stationarity testing of diffusion processes using time-domain and state-domain volatility estimation. Includes simulation studies, statistical inference, and empiric…

   Jupyter Notebook 1

4. MultipleSignalClassification MultipleSignalClassification Public

   Multiple Signal Classification (MUSIC) is a high-resolution direction-of-arrival (DOA) estimation algorithm that uses the eigenvalue decomposition of a sensor array covariance matrix. It belongs to…

   Python