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adp_project

Approximate Dynamic Programming project on choosing a feature space based on fluid and diffusion approximations

blockchain_centrality

Analyzing problems with transaction graph centralities

bloomberg_codecon

Solutions to Bloomberg CodeCon competition questions

c-exercises

Exercises from MIT Introduction to C++ open online course

codility

My solutions to the Codility exercises (in C# and Python)

crypto_portfolios

cvxopt_socp_converter

Convert standard form SOCP to form used in CVXOPT solver

defi-presentations

graph-clustering

Implementations for spectral and personalized PageRank graph clustering algorithms

influence_max

Network influence maximization algorithm implementations

isomap

ISOMAP and MDS implementation

knapsack_0-1

Solve 0-1 knapsack problem using dynamic programming

markov_chains_martingales_three_coin_flips

Investigating an interesting stochastic process using Markov chain and martingale methods.

nt-work

Algorithms in Sage/Python from computational number theory research

optimal_intervention

Algorithms for optimal intervention in financial networks

price-yield-calculator

Function to calculate bond yield for a given price

python_etherscan

Functions for calling the Etherscan API in python

reinsurance_networks

Code for paper on cascades in reinsurance networks

sas-dll-interconnect

Project demonstrating how to access C/C++ dlls from SAS

sgt_project

Spectral Graph Theory project on network infection models

stablecoin_deleveraging

Resources from paper "(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks"

stablecoin_grant_proposal_122018

2018 Lykke Research Hub grant proposal