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Outlier GPT
Python Pypi OpenAI NumPy Pandas Scikit-Learn PyTorch Git Why read this? This project addresses a major gap in modern analytics: detecting anomalies is easy, but explaining them is slow, manual, and often inconclusive. Outlier‑GPT automates that missing step by using an agentic LLM to merge internal data context with external real‑world signals, producing structured, defensible…
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Arbitrage Free Neural Network for Option Pricing
Python PyTorch NumPy Pandas Scikit-Learn Introduction This project was inspired by the paper “Accelerated American option pricing with deep neural networks” by Anderson and Ulrych published in 2023. Given the extremely competitive nature of market-making, the ability to quote option prices near-instantaneously is essential to avoid arbitrage. Traditional numerical methods are often too slow for…