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1. power-futures-return-forecasting power-futures-return-forecasting Public

   Modeling daily electricity futures return variations from merit-order fundamentals using Huber and Ridge regression

   Jupyter Notebook

2. asian-option-pricing-with-pinns asian-option-pricing-with-pinns Public

   PINNs for pricing Asian options under PDE and PIDE formulations, with an empirical application to WTI crude oil derivatives

   Jupyter Notebook

3. SignalMining-OilEmbeddings SignalMining-OilEmbeddings Public

   This project integrates textual data from market news with nlp to improve crude oil price forecasting. By converting news into semantic embeddings and feeding them into machine learning models, it …

   Jupyter Notebook

4. Extreme-Temperature-Risk-Modeling Extreme-Temperature-Risk-Modeling Public

   Quantile-based conditional distribution modeling with upper-tail calibration and parametric exceedance probability pricing

   Jupyter Notebook

5. residential-CO2-robust-regression residential-CO2-robust-regression Public

   Robust linear regression was applied to model residential CO₂ emissions while mitigating the influence of outliers and heteroskedasticity. Statistical hypothesis testing was then conducted to asses…

   R