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1. multi-asset-var-analysis multi-asset-var-analysis Public

   1-day 95% VaR on SOFR swaps and equities (AAPL, MSFT, F, BAC) using parametric, Monte Carlo and historical methods.

   Python

2. dynamic-credit-limit-rl dynamic-credit-limit-rl Public

   Implements a reinforcement learning framework to optimize dynamic credit card limits, based on the 2024 paper “Determining the Optimal Dynamic Credit Card Limit Using Machine Learning and Reinforce…

   Jupyter Notebook

3. HongYang17/MMAT_signal_project HongYang17/MMAT_signal_project Public

   HTML

4. derivatives-pnl-risk-engine derivatives-pnl-risk-engine Public

   C++