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1. mfg-for-financial-market mfg-for-financial-market Public

   Market Microstructure & Liquidity Simulator for B3 using Mean Field Games (MFG). High-performance numerical solver for coupled HJB-Fokker-Planck systems to model price formation and HFT dynamics.

   Jupyter Notebook 2

2. stochastic-short-rate-lab stochastic-short-rate-lab Public

   Numerical implementation of the Cox–Ingersoll–Ross (CIR) model for interest rates, with simulations, convergence analysis, bond pricing and term structure (UFRJ – Mathematical Modeling in Finance I…

   Python

3. itau-quant-challenge-2025 itau-quant-challenge-2025 Public

   Quantitative strategy for the Ibovespa that combines Topological Data Analysis (with Persistent Homology & Mapper), classical factors and meta-models, regime-sensitive HRP. Achieved top 4%.

   Jupyter Notebook 21 3

4. machine-learning-from-scratch machine-learning-from-scratch Public

   Pure NumPy implementations of core ML algorithms: Linear/Logistic Regression, Decision Trees, K-Means, Neural Networks, Recommender Systems, and RL. Focused on mathematical derivation and vectorize…

   Jupyter Notebook 1