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  1. VaR-Volatility-Models VaR-Volatility-Models Public

    Comparative analysis of Value at Risk (VaR) measures using Black-Scholes pricing under different volatility models: jump diffusion, SABR and rough volatility.

    Jupyter Notebook 1

  2. SP500-ML-Forecasting SP500-ML-Forecasting Public

    Forecasting S&P 500 returns using ML models across multiple time horizons (1-day, 1-week, 1-month). Includes feature engineering, rolling-window backtesting, and performance evaluation to assess pr…

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  3. Premier-League-Betting-Analysis Premier-League-Betting-Analysis Public

    Comprehensive Python analysis of Premier League betting market inefficiencies (2005–2024). Evaluates bookmaker biases, betting strategies, and market efficiency using statistical methods and Monte …

    Jupyter Notebook