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1. Olist-Bayesian-AB-Testing Olist-Bayesian-AB-Testing Public

   Hierarchical Bayesian A/B testing on the Olist marketplace dataset. DuckDB SQL pipeline + PyMC; DiD design flips the sign of the naive on-time-delivery result.

   Python 1

2. ab-guardrail ab-guardrail Public

   Command-line A/B-test guardrail that checks whether an experiment is safe to interpret: SRM detection, metric tests, and propensity score matching, returning a clear launch verdict.

   Python 1

3. Sovereign-Risk-and-Portfolio-Allocation Sovereign-Risk-and-Portfolio-Allocation Public

   High-dimensional resource allocation with reinforcement learning. A from-scratch PPO agent allocates across a 117-asset universe, beating equal-weight by 12.6% (deterministic) and 5-9% (stochastic,…

   Jupyter Notebook 1

4. BCGX-Data-Scientist BCGX-Data-Scientist Public

   Data science project: PowerCo SME churn classification with a validation-fold cost-optimal operating threshold, leak-safe SMOTE-inside-pipeline resampling, isotonic probability calibration, and a C…

   Jupyter Notebook 1

5. JPMC-Quantitative-Researcher JPMC-Quantitative-Researcher Public

   Quantitative research projects: probability-of-default modelling with a held-out threshold-selection fold, DP-based FICO bucketing, and tabular Q-learning for natural gas storage.

   Jupyter Notebook 6

6. C-Algorithms C-Algorithms Public

   Implemented Gaussian Fitting, Google PageRank and NN algorithms from scratch

   C++