Pyntxos
Working with the Python Sprints group. We worked on a project Pyntxos . The aim was to scrape data about pintxo bars in Bilbao, Spain then to create an optimal route given the start, end and number pintxo bars you would like to visit and the distance measure. The dashboard can be found on this link .
Python, Open Source, Geoencoding, Continuous Integration, Travis, Binder, Voila, Web Scraping
50 Challenging Problems in Probability by Frederick Mosteller
Working with Roseanna Ferguson on writing mathematical solutions with proofs for questions in this book with the full repository on Github .
Python, Open Source, Geoencoding, Continuous Integration, Travis, Binder, Voila, Web Scraping
Scheduler
Objectives:
- To improve efficiency of the code
- Encourage reuse of code
- Simplify the process of iterating through key parameters
L(2,1) labelling
Working with Devsi Bantva and Roseanna Ferguson on L(2,1) labelling problem.
L(2,1) Labelling, Graph Theory
q Project
Worked with Roseanna Ferguson writing q code to retrieve FX intraday prices from TrueFX and store into a partitioned table locally. The code can be found at https://github.com/joy-rosie/q.git
q/KDB+, FX, Intraday
Cointegration
This work examines the process of finding cointegration sets then testing trading strategies. In this project, we look at cointegration between the stocks prices of Tescos, Sainsburys and Marks & Spencers.
Matlab, Johansen, Augmented Dickey Fuller, OOP, Cointegration, Vector Autoregression, Mean Reversion, Ornstein Uhlenbeck
Pricing Asian Options with Monte Carlo
This work examines the process of pricing Asian options using Monte Carlo in Matlab. We compare between different Monte Carlo techniques such as the antithetic method and multi level Monte Carlo.
Matlab, Monte Carlo, Option Pricing, Asian Option, Antithetic, Multi Level Monte Carlo
Asynchronous Parallel Numerical Optimization
This work examines the process of unconstrained optimization, using ideas based on genetic algorithms such as different breeding types; mutation and crossover.
Matlab, Parallel Computing, Optimization, Genetic Algorithms
Tao6.283
Worked with David Xiao to learn about how to develop android apps and made elementary apps such as All In or Fold Poker and Speedometer.
Android App Development, Poker, Speedometer
Binomial Option Pricing
This project works through the derivation of the binomial option pricing model for European options.
Binomial, Option, European, Pricing Model
Revision Guides
Here are the two revision guides I wrote for Warwick Mathematics Society.
Probability A/B, ST111, ST112, Variational Principles, MA209
LaTeX
Here is a LaTeX workshop to help introduce it students, made by Tom Reddington, Jack Betteridge and myself. It contains a tutorial, cheat sheet and a project template.
LaTeX, Tutorial, Cheatsheet, Project Template
Java Black-Scholes Option Pricing Script
Inputs: interest rate, volatility, current time, maturity, initial stock price, strike price.
This was a joint project with Rosie Ferguson with a plan to extend to be able to use a time series for stocks.
Black-Scholes, Option, Pricing, Java, OOP
Bitcoin Miner
Worked with Rajiev Rajkumar and David Xiao to build a machine to mine Crypto-Currencies.
Crypto-currency, Bitcoin, GPU, Computing, Mining
Paper Review
I reviewed a paper written by P. G. Constantine, D. F. Gleich and G. Iaccarino called A factorization of the spectral Galerkin system parameterized matrix equations: derivation and applications.
Uncertainty Quantification, Spectral, Galerkin, Matrices
Matching Algorithm
As a solution to a matching process of graduates and desks for rotations for Human Resources, Roseanna Ferguson and I made an excel spreadsheet which uses VBA and the stable marriage algorithm to do a matching process.
This takes into account that some desks might be taking on multiple graduates. The next step is to allow for multiple rotations.
Excel, VBA, Stable Marriage