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felipejpenagos/README.md

Hi there 👋,

My name is Felipe, I'm a financial engineering and math student at Duke. Interested in operations research, computational mathematics, and philosophy!

🔬 What I'm Currently Working On

  • 🧮 Student Researcher — contributing to the Python redevelopment of Dr. Henri P. Gavin’s stochastic optimization and statistical analysis library for CEE251L. Check it out here: Multivarious.
  • 💡 Dynamics Project — exploring financial modeling and decision-making as a dynamic control system, integrating machine learning, stochastic processes, and operations research to define optimal policies.

🌐 Open to collaborating on projects that apply theory to real-world challenges. Reach me at felipejpenagos@gmail.com

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  1. Quantitative-Risk-Management-Fintech545 Quantitative-Risk-Management-Fintech545 Public

    Covers probability theory, time series analysis, risk metrics e.g. as VaR and Excepted Shortfall, stress testing and scenario analysis, factor models, Markowitz portfolio optimization, and derivati…

    Jupyter Notebook

  2. Uncertainty-Design-and-Optimization Uncertainty-Design-and-Optimization Public

    Design for problems with incomplete information, constraining regulations, and uncertainty propagation. Probability theory and stochastic modeling. Evaluation via sensitivity and risk analysis. App…

    MATLAB

  3. hpgavin/multivarious hpgavin/multivarious Public

    a multitude of various .py functions for multivariable things like signal processing, fitting models, ODE's, linear systems, probability distributions, and optimization

    Python 2 4

  4. Capstone-Research-Modeling-Market-Geometry Capstone-Research-Modeling-Market-Geometry Public

    A project exploring the geometric structure of volatility surfaces using PCA, curvature analysis, and stochastic modeling to identify systematic patterns in option markets.

  5. Exchange-Analysis-Project Exchange-Analysis-Project Public

    Exchange Analysis Project – Uncertainty, Design and Optimization – Originally by Professor Henri P Gavin, Ph.D. Duke University Civil and Environmental Engineering

    Python

  6. adityaraju926/ml-project-540 adityaraju926/ml-project-540 Public

    Jupyter Notebook 1